+469.4%
PWR vs CRH
+93.9%
+375.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | +4.2% | -6.1% | +10.2% | +7.2% |
| 30D | -4.0% | -9.3% | +5.2% | +0.2% |
| 3M | -4.8% | -15.2% | +10.4% | +1.9% |
| 6M | +14.6% | -14.2% | +28.8% | +21.5% |
| YTD | +54.2% | -28.3% | +82.5% | +77.7% |
| 1Y | +67.1% | -21.8% | +88.9% | +83.9% |
| 3Y | +218.5% | +71.6% | +146.8% | +137.0% |
| All | +469.4% | +93.9% | +375.5% | +294.7% |
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