+1,369.7%
CRWD vs PEP
+28.8%
+1,340.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +1.5% | +0.2% | +1.3% | +1.4% |
| 3M | +18.5% | -1.1% | +19.7% | +18.4% |
| 6M | +109.1% | -13.5% | +122.6% | +113.0% |
| YTD | +81.8% | -1.2% | +83.0% | +79.6% |
| 1Y | +106.7% | -1.6% | +108.2% | +103.6% |
| 3Y | +428.7% | -12.5% | +441.2% | +430.1% |
| 5Y | +206.4% | +3.0% | +203.3% | +181.1% |
| All | +1,369.7% | +28.8% | +1,340.8% | +1,070.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling