+213.5%
CRWD vs PEP
+2.5%
+211.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.4% |
| 7D | +2.2% | -1.7% | +3.8% | +1.7% |
| 30D | -7.7% | +0.3% | -8.0% | -7.6% |
| 3M | +28.9% | -3.2% | +32.1% | +28.3% |
| 6M | +91.5% | -13.6% | +105.0% | +87.8% |
| YTD | +77.3% | -1.9% | +79.2% | +76.2% |
| 1Y | +96.3% | -0.6% | +96.9% | +95.2% |
| 3Y | +394.5% | -13.6% | +408.1% | +394.6% |
| 5Y | +213.5% | +3.2% | +210.2% | +190.0% |
| All | +213.5% | +2.5% | +211.0% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling