+8,746.5%
PWR vs CRH
+1,646.7%
+7,099.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +4.2% | -6.1% | +10.2% | +6.7% |
| 30D | -4.0% | -9.3% | +5.2% | -0.6% |
| 3M | -4.8% | -15.2% | +10.4% | +0.6% |
| 6M | +14.6% | -14.2% | +28.8% | +20.4% |
| YTD | +54.2% | -28.3% | +82.5% | +72.9% |
| 1Y | +67.1% | -21.8% | +88.9% | +81.0% |
| 3Y | +218.5% | +71.6% | +146.8% | +153.2% |
| 5Y | +466.3% | +96.6% | +369.7% | +320.3% |
| 10Y | +2,520.4% | +253.8% | +2,266.5% | +1,442.6% |
| All | +8,746.5% | +1,646.7% | +7,099.8% | +2,610.2% |
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