+1,340.4%
CRWD vs PBR
+384.3%
+956.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.2% |
| 7D | -2.8% | +4.2% | -7.1% | -3.5% |
| 30D | -5.9% | +22.7% | -28.6% | -8.9% |
| 3M | +29.0% | +21.5% | +7.5% | +24.8% |
| 6M | +91.5% | +24.0% | +67.5% | +83.8% |
| YTD | +78.2% | +88.2% | -10.0% | +59.6% |
| 1Y | +96.6% | +74.8% | +21.8% | +77.9% |
| 3Y | +397.0% | +105.1% | +291.9% | +333.6% |
| 5Y | +218.9% | +572.2% | -353.4% | +116.5% |
| All | +1,340.4% | +384.3% | +956.2% | +900.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling