+1,476.4%
CRWD vs PCAR
+193.5%
+1,282.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +4.5% |
| 7D | -5.5% | +2.9% | -8.4% | -6.1% |
| 30D | -16.9% | -2.1% | -14.8% | -16.5% |
| 3M | +6.6% | -20.4% | +27.0% | +12.7% |
| 6M | +73.2% | -7.0% | +80.2% | +75.0% |
| YTD | +95.1% | -2.6% | +97.7% | +92.7% |
| 1Y | +69.4% | +9.8% | +59.6% | +61.0% |
| 3Y | +379.3% | +37.3% | +342.0% | +318.2% |
| 5Y | +211.9% | +116.4% | +95.4% | +138.4% |
| All | +1,476.4% | +193.5% | +1,282.9% | +916.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling