+45.2%
PCG vs CRH
+91.9%
-46.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +0.5% | -4.8% | +5.3% | +1.8% |
| 30D | -18.9% | -13.1% | -5.8% | -15.8% |
| 3M | -15.8% | -12.0% | -3.9% | -13.1% |
| 6M | -22.6% | -16.9% | -5.7% | -19.1% |
| YTD | -12.2% | -29.0% | +16.8% | -4.3% |
| 1Y | -7.1% | -20.3% | +13.2% | -2.5% |
| 3Y | -15.8% | +69.2% | -85.1% | -33.7% |
| All | +45.2% | +91.9% | -46.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling