+1,348.4%
CRWD vs PBF
+235.4%
+1,113.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -1.7% |
| 7D | -2.3% | +2.4% | -4.7% | -2.5% |
| 30D | -2.1% | +24.9% | -26.9% | -3.6% |
| 3M | +27.5% | +81.9% | -54.3% | +22.1% |
| 6M | +95.8% | +79.4% | +16.5% | +86.8% |
| YTD | +79.2% | +188.3% | -109.1% | +65.3% |
| 1Y | +96.3% | +177.3% | -81.0% | +81.0% |
| 3Y | +399.8% | +56.0% | +343.8% | +367.0% |
| 5Y | +216.7% | +804.0% | -587.3% | +171.6% |
| All | +1,348.4% | +235.4% | +1,113.0% | +1,254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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