+1,325.8%
CRWD vs PFGC
+132.6%
+1,193.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.0% | -4.8% | +1.8% | -2.1% |
| 30D | -6.8% | -12.5% | +5.8% | -4.5% |
| 3M | +19.6% | -9.7% | +29.3% | +21.6% |
| 6M | +87.1% | +7.0% | +80.1% | +83.8% |
| YTD | +76.4% | +4.5% | +71.9% | +73.4% |
| 1Y | +90.8% | -11.6% | +102.4% | +93.4% |
| 3Y | +380.0% | +58.5% | +321.5% | +335.4% |
| 5Y | +215.6% | +112.6% | +103.1% | +172.9% |
| All | +1,325.8% | +132.6% | +1,193.2% | +1,325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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