+216.7%
CRWD vs PCAR
+168.7%
+48.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | -2.3% | 0.0% | -2.4% | -2.3% |
| 30D | -2.1% | -7.7% | +5.7% | +0.2% |
| 3M | +27.5% | +3.7% | +23.8% | +25.4% |
| 6M | +95.8% | +2.3% | +93.5% | +92.3% |
| YTD | +79.2% | +12.8% | +66.4% | +68.7% |
| 1Y | +96.3% | +27.8% | +68.5% | +75.2% |
| 3Y | +399.8% | +61.8% | +338.0% | +287.2% |
| 5Y | +216.7% | +168.2% | +48.5% | +95.0% |
| All | +216.7% | +168.7% | +48.0% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling