+362.6%
PSX vs CRH
+93.9%
+268.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.7% | -6.1% | +7.8% | +2.9% |
| 30D | +15.6% | -9.3% | +24.9% | +17.7% |
| 3M | +46.5% | -15.2% | +61.7% | +50.7% |
| 6M | +55.0% | -14.2% | +69.2% | +57.7% |
| YTD | +105.3% | -28.3% | +133.5% | +118.2% |
| 1Y | +101.6% | -21.8% | +123.4% | +108.3% |
| 3Y | +134.1% | +71.6% | +62.5% | +94.3% |
| All | +362.6% | +93.9% | +268.7% | +277.9% |
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 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