+1,340.4%
CRWD vs PEP
+27.9%
+1,312.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.8% | -1.4% | -1.5% | -2.7% |
| 30D | -5.9% | -0.2% | -5.7% | -5.9% |
| 3M | +29.0% | -4.3% | +33.3% | +29.4% |
| 6M | +91.5% | -13.2% | +104.7% | +94.9% |
| YTD | +78.2% | -1.9% | +80.1% | +76.2% |
| 1Y | +96.6% | -0.3% | +97.0% | +93.1% |
| 3Y | +397.0% | -13.6% | +410.6% | +400.0% |
| 5Y | +218.9% | +3.4% | +215.5% | +191.3% |
| All | +1,340.4% | +27.9% | +1,312.5% | +1,047.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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