+1,476.4%
CRWD vs PENG
+369.9%
+1,106.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.3% | -3.9% | +3.0% |
| 7D | -5.5% | -3.8% | -1.7% | -5.4% |
| 30D | -16.9% | -40.1% | +23.2% | -6.5% |
| 3M | +6.6% | -21.8% | +28.4% | +10.0% |
| 6M | +73.2% | +3.3% | +69.9% | +56.8% |
| YTD | +95.1% | +133.6% | -38.6% | +35.0% |
| 1Y | +69.4% | +110.7% | -41.3% | +20.6% |
| 3Y | +379.3% | +204.3% | +175.0% | +179.1% |
| 5Y | +211.9% | +54.4% | +157.5% | +105.1% |
| All | +1,476.4% | +369.9% | +1,106.5% | +501.2% |
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