+803.5%
PM vs CRH
+360.8%
+442.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +4.7% | -6.1% | +10.7% | +6.2% |
| 30D | +2.6% | -9.3% | +11.9% | +4.8% |
| 3M | +6.6% | -15.2% | +21.8% | +10.4% |
| 6M | +16.5% | -14.2% | +30.7% | +19.7% |
| YTD | +21.2% | -28.3% | +49.4% | +29.6% |
| 1Y | +17.9% | -21.8% | +39.7% | +23.1% |
| 3Y | +129.8% | +71.6% | +58.2% | +91.9% |
| 5Y | +133.0% | +96.6% | +36.4% | +84.3% |
| 10Y | +220.8% | +253.8% | -33.0% | +110.6% |
| All | +803.5% | +360.8% | +442.7% | +336.6% |
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