+3,137.7%
PEP vs CRH
+6,101.6%
-2,963.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -1.7% | -3.6% | +1.9% | -1.3% |
| 30D | +0.3% | -10.8% | +11.1% | +1.6% |
| 3M | -3.2% | -13.5% | +10.3% | -1.8% |
| 6M | -13.6% | -15.4% | +1.9% | -12.2% |
| YTD | -1.9% | -27.6% | +25.7% | +1.3% |
| 1Y | -0.6% | -18.4% | +17.8% | +1.1% |
| 3Y | -13.6% | +72.5% | -86.1% | -20.2% |
| 5Y | +3.2% | +99.2% | -95.9% | -7.1% |
| 10Y | +79.1% | +257.0% | -178.0% | +48.5% |
| All | +3,137.7% | +6,101.6% | -2,963.9% | +2,246.6% |
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