+216.1%
CRWD vs PCOR
-43.0%
+259.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +1.4% |
| 7D | -2.4% | -9.0% | +6.5% | +2.5% |
| 30D | +1.5% | +4.2% | -2.6% | -0.5% |
| 3M | +18.5% | +14.4% | +4.1% | +9.2% |
| 6M | +109.1% | +0.2% | +108.9% | +104.1% |
| YTD | +81.8% | -20.3% | +102.1% | +98.9% |
| 1Y | +106.7% | -16.1% | +122.8% | +117.5% |
| 3Y | +428.7% | -14.7% | +443.4% | +409.7% |
| All | +216.1% | -43.0% | +259.1% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 5y: compounded portfolio wealth divided by compounded PCOR 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…
5y analysis · Full analysis span regression · 6 months rolling