+64.0%
CRWD vs PENG
+108.0%
-44.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.3% | -3.9% | +4.0% |
| 7D | -5.5% | -3.8% | -1.7% | -5.2% |
| 30D | -16.9% | -40.1% | +23.2% | -12.1% |
| 3M | +6.6% | -21.8% | +28.4% | +9.1% |
| 6M | +73.2% | +3.3% | +69.9% | +68.1% |
| YTD | +95.1% | +133.6% | -38.6% | +65.6% |
| All | +64.0% | +108.0% | -44.0% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling