+99.6%
PSX vs CRH
-14.7%
+114.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.6% |
| 7D | +4.5% | -1.7% | +6.2% | +4.2% |
| 30D | +26.6% | -5.4% | +32.0% | +25.4% |
| 3M | +39.3% | -11.2% | +50.5% | +37.1% |
| 6M | +56.8% | -15.8% | +72.7% | +54.8% |
| YTD | +101.8% | -23.6% | +125.4% | +99.3% |
| 1Y | +99.6% | -14.6% | +114.2% | +102.1% |
| All | +99.6% | -14.7% | +114.3% | +102.1% |
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