+1,462.8%
CRWD vs PCAR
+197.1%
+1,265.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +4.5% | +4.9% | -0.5% | +3.2% |
| 30D | -9.1% | -1.4% | -7.7% | -8.9% |
| 3M | +0.5% | -18.1% | +18.6% | +5.5% |
| 6M | +61.1% | -4.0% | +65.1% | +61.5% |
| YTD | +93.4% | -1.5% | +94.8% | +90.5% |
| 1Y | +71.1% | +13.2% | +57.9% | +61.2% |
| 3Y | +351.1% | +35.8% | +315.3% | +294.9% |
| 5Y | +218.8% | +114.6% | +104.2% | +143.9% |
| All | +1,462.8% | +197.1% | +1,265.7% | +904.9% |
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