+1,348.4%
CRWD vs PCAR
+240.1%
+1,108.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | -2.3% | 0.0% | -2.4% | -2.3% |
| 30D | -2.1% | -7.7% | +5.7% | -0.1% |
| 3M | +27.5% | +3.7% | +23.8% | +25.8% |
| 6M | +95.8% | +2.3% | +93.5% | +92.9% |
| YTD | +79.2% | +12.8% | +66.4% | +70.8% |
| 1Y | +96.3% | +27.8% | +68.5% | +79.4% |
| 3Y | +399.8% | +61.8% | +338.0% | +318.6% |
| 5Y | +216.7% | +168.2% | +48.5% | +130.2% |
| All | +1,348.4% | +240.1% | +1,108.3% | +801.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling