+1,462.8%
CRWD vs PCG
-28.5%
+1,491.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | +4.5% | +2.2% | +2.3% | +4.2% |
| 30D | -9.1% | +0.8% | -9.9% | -9.2% |
| 3M | +0.5% | -23.8% | +24.3% | +3.2% |
| 6M | +61.1% | -19.6% | +80.7% | +64.0% |
| YTD | +93.4% | -16.7% | +110.1% | +95.1% |
| 1Y | +71.1% | -19.4% | +90.5% | +73.3% |
| 3Y | +351.1% | -18.3% | +369.4% | +352.6% |
| 5Y | +218.8% | +10.4% | +208.4% | +204.9% |
| All | +1,462.8% | -28.5% | +1,491.4% | +1,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling