+1,479.7%
CRWD vs PENG
+406.4%
+1,073.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | -1.3% |
| 7D | -5.0% | +1.9% | -6.8% | -6.1% |
| 30D | -12.9% | -37.8% | +24.9% | -3.0% |
| 3M | +3.2% | -14.1% | +17.3% | +4.0% |
| 6M | +69.0% | +13.1% | +55.9% | +49.1% |
| YTD | +95.5% | +151.8% | -56.3% | +32.5% |
| 1Y | +64.6% | +136.0% | -71.4% | +13.5% |
| 3Y | +366.7% | +217.9% | +148.8% | +168.8% |
| 5Y | +226.2% | +64.1% | +162.1% | +110.9% |
| All | +1,479.7% | +406.4% | +1,073.3% | +489.9% |
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