+216.7%
CRWD vs PDD
-25.6%
+242.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -1.0% |
| 7D | -2.3% | -4.1% | +1.8% | -1.7% |
| 30D | -2.1% | -13.1% | +11.0% | 0.0% |
| 3M | +27.5% | -3.5% | +31.0% | +27.8% |
| 6M | +95.8% | -21.8% | +117.6% | +102.6% |
| YTD | +79.2% | -29.7% | +108.9% | +88.4% |
| 1Y | +96.3% | -36.2% | +132.5% | +109.5% |
| 3Y | +399.8% | -16.4% | +416.1% | +387.3% |
| 5Y | +216.7% | -23.8% | +240.6% | +198.9% |
| All | +216.7% | -25.6% | +242.3% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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