+113.2%
PCG vs CRH
+6,189.1%
-6,075.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.3% |
| 7D | +5.4% | -0.6% | +6.1% | +5.5% |
| 30D | -15.1% | -9.5% | -5.7% | -13.8% |
| 3M | -9.8% | -10.4% | +0.6% | -8.4% |
| 6M | -18.0% | -14.2% | -3.8% | -16.3% |
| YTD | -7.2% | -26.6% | +19.3% | -3.1% |
| 1Y | +2.9% | -18.2% | +21.1% | +5.5% |
| 3Y | -11.1% | +74.9% | -86.0% | -20.0% |
| 5Y | +61.8% | +101.7% | -39.9% | +41.3% |
| 10Y | -75.2% | +249.4% | -324.6% | -80.1% |
| All | +113.2% | +6,189.1% | -6,075.9% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling