+1,369.7%
CRWD vs PCAR
+246.2%
+1,123.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +1.5% | -6.2% | +7.8% | +3.2% |
| 3M | +18.5% | +5.9% | +12.6% | +16.3% |
| 6M | +109.1% | +0.4% | +108.7% | +107.2% |
| YTD | +81.8% | +14.8% | +67.0% | +72.5% |
| 1Y | +106.7% | +30.1% | +76.6% | +88.1% |
| 3Y | +428.7% | +66.7% | +362.0% | +339.2% |
| 5Y | +206.4% | +166.1% | +40.2% | +122.8% |
| All | +1,369.7% | +246.2% | +1,123.5% | +810.2% |
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 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