+14.6%
PWR vs CRH
-15.9%
+30.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | +4.2% | -6.1% | +10.2% | +5.6% |
| 30D | -4.0% | -9.3% | +5.2% | -1.8% |
| 3M | -4.8% | -15.2% | +10.4% | -0.7% |
| 6M | +14.6% | -14.2% | +28.8% | +19.0% |
| All | +14.6% | -15.9% | +30.5% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling