+71.1%
CRWD vs PENG
+130.4%
-59.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.6% |
| 7D | +4.5% | +13.2% | -8.7% | +2.5% |
| 30D | -9.1% | -29.9% | +20.8% | -5.7% |
| 3M | +0.5% | -22.2% | +22.7% | +2.8% |
| 6M | +61.1% | -1.9% | +63.0% | +57.7% |
| YTD | +93.4% | +142.1% | -48.8% | +63.2% |
| 1Y | +71.1% | +151.5% | -80.4% | +43.0% |
| All | +71.1% | +130.4% | -59.3% | +43.0% |
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