+364.5%
CRWD vs PCAR
+31.0%
+333.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -13.4% | +0.1% | -13.5% | -13.4% |
| 30D | -18.3% | -4.6% | -13.7% | -17.7% |
| 3M | +4.6% | -22.6% | +27.2% | +10.0% |
| 6M | +85.4% | -12.0% | +97.3% | +88.6% |
| YTD | +85.1% | -6.1% | +91.2% | +82.4% |
| 1Y | +62.9% | +6.3% | +56.6% | +53.5% |
| 3Y | +364.5% | +31.8% | +332.7% | +260.7% |
| All | +364.5% | +31.0% | +333.5% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling