+1,348.4%
CRWD vs PENG
+427.5%
+920.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -2.3% | +7.8% | -10.1% | -4.4% |
| 30D | -2.1% | -12.2% | +10.2% | +1.1% |
| 3M | +27.5% | -20.6% | +48.1% | +30.3% |
| 6M | +95.8% | +180.9% | -85.1% | +34.6% |
| YTD | +79.2% | +162.3% | -83.1% | +24.1% |
| 1Y | +96.3% | +107.3% | -11.0% | +44.0% |
| 3Y | +399.8% | +110.8% | +289.0% | +220.9% |
| 5Y | +216.7% | +117.8% | +98.9% | +93.3% |
| All | +1,348.4% | +427.5% | +920.9% | +452.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling