+1,325.8%
CRWD vs PG
+59.4%
+1,266.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -6.8% | +0.8% | -7.6% | -6.9% |
| 3M | +19.6% | -1.3% | +20.9% | +19.6% |
| 6M | +87.1% | -3.8% | +90.9% | +87.7% |
| YTD | +76.4% | +3.6% | +72.8% | +73.5% |
| 1Y | +90.8% | -5.7% | +96.5% | +91.3% |
| 3Y | +380.0% | +1.6% | +378.4% | +362.8% |
| 5Y | +215.6% | +14.6% | +201.0% | +187.3% |
| All | +1,325.8% | +59.4% | +1,266.4% | +1,031.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling