+206.6%
CRWD vs PENG
+42.1%
+164.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -3.2% |
| 7D | -13.4% | -19.4% | +6.1% | -9.4% |
| 30D | -18.3% | -42.4% | +24.1% | -7.7% |
| 3M | +4.6% | -25.6% | +30.2% | +9.2% |
| 6M | +85.4% | +7.3% | +78.1% | +65.5% |
| YTD | +85.1% | +113.9% | -28.8% | +31.4% |
| 1Y | +62.9% | +93.6% | -30.6% | +18.9% |
| 3Y | +364.5% | +170.2% | +194.3% | +174.5% |
| All | +206.6% | +42.1% | +164.5% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling