+1,325.8%
CRWD vs PBR
+380.2%
+945.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.0% | +5.4% | -8.4% | -3.8% |
| 30D | -6.8% | +22.9% | -29.7% | -9.8% |
| 3M | +19.6% | +19.6% | -0.1% | +16.0% |
| 6M | +87.1% | +16.5% | +70.6% | +81.5% |
| YTD | +76.4% | +86.7% | -10.2% | +58.2% |
| 1Y | +90.8% | +74.7% | +16.1% | +72.7% |
| 3Y | +380.0% | +102.6% | +277.4% | +319.6% |
| 5Y | +215.6% | +566.6% | -351.0% | +114.6% |
| All | +1,325.8% | +380.2% | +945.6% | +891.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling