+13.4%
PG vs CRH
+93.9%
-80.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.8% | -6.1% | +5.3% | -0.1% |
| 30D | +0.8% | -9.3% | +10.1% | +2.0% |
| 3M | -1.3% | -15.2% | +13.9% | +0.5% |
| 6M | -3.8% | -14.2% | +10.4% | -2.2% |
| YTD | +3.6% | -28.3% | +31.9% | +7.2% |
| 1Y | -5.7% | -21.8% | +16.0% | -3.6% |
| 3Y | +1.6% | +71.6% | -70.0% | -10.4% |
| All | +13.4% | +93.9% | -80.5% | -6.3% |
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