+360.0%
CRWD vs PCG
-18.6%
+378.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -7.7% | -0.5% | -7.3% | -7.8% |
| 30D | -17.9% | +0.8% | -18.7% | -17.9% |
| 3M | +0.3% | -22.0% | +22.3% | -0.2% |
| 6M | +71.1% | -17.1% | +88.2% | +69.6% |
| YTD | +92.6% | -16.9% | +109.5% | +89.8% |
| 1Y | +62.0% | -19.1% | +81.0% | +60.4% |
| 3Y | +360.0% | -19.4% | +379.5% | +385.6% |
| All | +360.0% | -18.6% | +378.6% | +385.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling