+225.5%
CRWD vs PBR
+552.2%
-326.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.0% | +5.4% | -8.4% | -3.4% |
| 30D | -6.8% | +22.9% | -29.7% | -8.4% |
| 3M | +19.6% | +19.6% | -0.1% | +17.6% |
| 6M | +87.1% | +16.5% | +70.6% | +83.9% |
| YTD | +76.4% | +86.7% | -10.2% | +65.2% |
| 1Y | +90.8% | +74.7% | +16.1% | +79.7% |
| 3Y | +380.0% | +102.6% | +277.4% | +345.0% |
| All | +225.5% | +552.2% | -326.6% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling