+17.9%
PG vs CRH
-17.3%
+35.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | +4.1% | +5.3% | -1.3% | +3.2% |
| 30D | +13.3% | +14.2% | -0.8% | +11.0% |
| 3M | +14.6% | -4.2% | +18.7% | +14.9% |
| 6M | +17.0% | -14.5% | +31.5% | +18.7% |
| YTD | +20.0% | -22.7% | +42.6% | +19.9% |
| 1Y | +17.9% | -16.6% | +34.5% | +19.7% |
| All | +17.9% | -17.3% | +35.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling