+225.5%
CRWD vs PGR
+159.7%
+65.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -6.8% | +4.9% | -11.7% | -7.6% |
| 3M | +19.6% | +7.6% | +11.9% | +17.4% |
| 6M | +87.1% | +8.3% | +78.8% | +83.1% |
| YTD | +76.4% | +1.7% | +74.7% | +74.5% |
| 1Y | +90.8% | -6.8% | +97.7% | +92.4% |
| 3Y | +380.0% | +73.4% | +306.5% | +325.0% |
| All | +225.5% | +159.7% | +65.8% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling