+3,973.2%
PG vs CRH
+6,046.1%
-2,072.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -1.3% | -15.2% | +13.9% | +0.3% |
| 6M | -3.8% | -14.2% | +10.4% | -2.4% |
| YTD | +3.6% | -28.3% | +31.9% | +7.0% |
| 1Y | -5.7% | -21.8% | +16.0% | -3.7% |
| 3Y | +1.6% | +71.6% | -70.0% | -5.8% |
| 5Y | +14.6% | +96.6% | -82.0% | +3.8% |
| 10Y | +121.2% | +253.8% | -132.7% | +85.1% |
| All | +3,973.2% | +6,046.1% | -2,072.9% | +2,735.9% |
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