+129.8%
PM vs CRH
+70.5%
+59.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | +4.7% | -6.1% | +10.7% | +5.0% |
| 30D | +2.6% | -9.3% | +11.9% | +3.1% |
| 3M | +6.6% | -15.2% | +21.8% | +7.4% |
| 6M | +16.5% | -14.2% | +30.7% | +17.2% |
| YTD | +21.2% | -28.3% | +49.4% | +22.9% |
| 1Y | +17.9% | -21.8% | +39.7% | +19.1% |
| 3Y | +129.8% | +71.6% | +58.2% | +110.4% |
| All | +129.8% | +70.5% | +59.3% | +110.4% |
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