+206.6%
CRWD vs PCOR
-19.6%
+226.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -13.4% | +22.7% | -36.1% | -23.2% |
| 30D | -18.3% | +37.5% | -55.8% | -31.9% |
| 3M | +4.6% | +35.2% | -30.6% | -12.3% |
| 6M | +85.4% | +42.2% | +43.1% | +48.9% |
| YTD | +85.1% | +3.6% | +81.5% | +73.4% |
| 1Y | +62.9% | -4.8% | +67.7% | +59.6% |
| 3Y | +364.5% | +48.3% | +316.2% | +225.9% |
| All | +206.6% | -19.6% | +226.3% | +189.6% |
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