+106.7%
CRWD vs PG
-4.9%
+111.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -1.2% |
| 7D | -2.4% | +1.9% | -4.3% | -0.6% |
| 30D | +1.5% | -0.2% | +1.8% | +1.6% |
| 3M | +18.5% | +4.8% | +13.7% | +26.2% |
| 6M | +109.1% | -6.1% | +115.2% | +99.2% |
| YTD | +81.8% | +4.5% | +77.4% | +91.1% |
| 1Y | +106.7% | -5.3% | +112.0% | +99.0% |
| All | +106.7% | -4.9% | +111.6% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling