+348.1%
CRWD vs PCOR
-9.0%
+357.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.7% |
| 7D | -5.5% | +22.2% | -27.7% | -15.6% |
| 30D | -16.9% | +36.0% | -52.9% | -29.8% |
| 3M | +6.6% | +34.0% | -27.4% | -9.5% |
| 6M | +73.2% | +43.5% | +29.7% | +39.9% |
| YTD | +95.1% | +5.1% | +89.9% | +81.9% |
| 1Y | +69.4% | -3.9% | +73.3% | +65.4% |
| 3Y | +379.3% | +52.9% | +326.4% | +240.6% |
| 5Y | +211.9% | -18.7% | +230.5% | +167.5% |
| All | +348.1% | -9.0% | +357.1% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling