+106.7%
CRWD vs PBR
+70.4%
+36.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -1.0% |
| 7D | -2.4% | +8.6% | -11.0% | -2.4% |
| 30D | +1.5% | +12.8% | -11.3% | +1.6% |
| 3M | +18.5% | +14.7% | +3.9% | +19.0% |
| 6M | +109.1% | +25.2% | +83.9% | +106.1% |
| YTD | +81.8% | +77.1% | +4.7% | +76.0% |
| 1Y | +106.7% | +69.6% | +37.1% | +98.9% |
| All | +106.7% | +70.4% | +36.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling