-15.1%
PEP vs CRH
+70.5%
-85.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.3% |
| 7D | -1.0% | -6.1% | +5.1% | -0.6% |
| 30D | -0.7% | -9.3% | +8.6% | -0.1% |
| 3M | -4.1% | -15.2% | +11.0% | -3.2% |
| 6M | -13.1% | -14.2% | +1.1% | -12.3% |
| YTD | -2.1% | -28.3% | +26.1% | -0.5% |
| 1Y | -1.7% | -21.8% | +20.1% | -0.5% |
| 3Y | -15.1% | +71.6% | -86.7% | -19.4% |
| All | -15.1% | +70.5% | -85.6% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling