+1,369.7%
CRWD vs PCG
-23.2%
+1,392.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | -2.4% | -13.9% | +11.4% | -1.1% |
| 30D | +1.5% | -16.9% | +18.4% | +3.3% |
| 3M | +18.5% | -14.7% | +33.3% | +20.1% |
| 6M | +109.1% | -23.8% | +132.9% | +114.6% |
| YTD | +81.8% | -10.5% | +92.3% | +82.2% |
| 1Y | +106.7% | -5.1% | +111.8% | +104.8% |
| 3Y | +428.7% | -11.6% | +440.3% | +425.7% |
| 5Y | +206.4% | +59.0% | +147.4% | +180.6% |
| All | +1,369.7% | -23.2% | +1,392.8% | +1,190.0% |
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