+106.7%
CRWD vs PCAR
+32.4%
+74.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.5% |
| 30D | +1.5% | -6.2% | +7.8% | +0.9% |
| 3M | +18.5% | +5.9% | +12.6% | +18.9% |
| 6M | +109.1% | +0.4% | +108.7% | +109.1% |
| YTD | +81.8% | +14.8% | +67.0% | +81.0% |
| 1Y | +106.7% | +30.1% | +76.6% | +105.1% |
| All | +106.7% | +32.4% | +74.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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