+256.7%
CRWD vs PDD
-16.7%
+273.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | +4.5% | -4.9% | +9.4% | +5.3% |
| 30D | -9.1% | -3.0% | -6.1% | -8.8% |
| 3M | +0.5% | -6.2% | +6.7% | +1.2% |
| 6M | +61.1% | -20.7% | +81.8% | +66.4% |
| YTD | +93.4% | -30.4% | +123.7% | +103.2% |
| 1Y | +71.1% | -41.3% | +112.4% | +84.9% |
| 3Y | +351.1% | -27.7% | +378.8% | +350.7% |
| All | +256.7% | -16.7% | +273.3% | +232.3% |
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