+1,348.4%
CRWD vs PFGC
+139.6%
+1,208.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.1% |
| 7D | -2.3% | -2.4% | +0.1% | -1.9% |
| 30D | -2.1% | -15.8% | +13.7% | +1.0% |
| 3M | +27.5% | -0.6% | +28.1% | +27.4% |
| 6M | +95.8% | +10.7% | +85.2% | +91.2% |
| YTD | +79.2% | +7.6% | +71.6% | +75.2% |
| 1Y | +96.3% | -7.8% | +104.1% | +97.4% |
| 3Y | +399.8% | +63.7% | +336.1% | +350.7% |
| 5Y | +216.7% | +112.3% | +104.5% | +173.2% |
| All | +1,348.4% | +139.6% | +1,208.8% | +1,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling