+216.1%
CRWD vs PENG
+115.2%
+100.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -2.5% |
| 7D | -2.4% | +4.5% | -7.0% | -3.6% |
| 30D | +1.5% | -7.1% | +8.7% | +3.1% |
| 3M | +18.5% | -27.3% | +45.8% | +23.7% |
| 6M | +109.1% | +169.6% | -60.5% | +46.2% |
| YTD | +81.8% | +164.6% | -82.8% | +26.2% |
| 1Y | +106.7% | +109.5% | -2.8% | +52.0% |
| 3Y | +428.7% | +98.9% | +329.8% | +248.2% |
| All | +216.1% | +115.2% | +100.9% | +97.2% |
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 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