+256.7%
CRWD vs PCOR
-11.9%
+268.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +4.5% | +3.0% | +1.4% | +2.9% |
| 30D | -9.1% | +38.7% | -47.8% | -24.5% |
| 3M | +0.5% | +24.9% | -24.4% | -11.9% |
| 6M | +61.1% | +68.8% | -7.7% | +18.9% |
| YTD | +93.4% | +6.7% | +86.7% | +78.6% |
| 1Y | +71.1% | +3.0% | +68.1% | +60.9% |
| 3Y | +351.1% | +48.6% | +302.4% | +218.5% |
| All | +256.7% | -11.9% | +268.5% | +207.6% |
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