+1,333.1%
CRWD vs PCG
-23.8%
+1,356.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.5% |
| 7D | +2.2% | +6.5% | -4.3% | +1.3% |
| 30D | -7.7% | -16.7% | +9.0% | -6.1% |
| 3M | +28.9% | -14.2% | +43.0% | +30.4% |
| 6M | +91.5% | -21.5% | +112.9% | +95.7% |
| YTD | +77.3% | -11.2% | +88.5% | +77.8% |
| 1Y | +96.3% | -4.2% | +100.5% | +94.2% |
| 3Y | +394.5% | -14.9% | +409.4% | +394.3% |
| 5Y | +213.5% | +54.2% | +159.2% | +188.2% |
| All | +1,333.1% | -23.8% | +1,356.9% | +1,158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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