+382.4%
CRWD vs PH
+137.6%
+244.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.2% | 0.0% | +2.1% | +2.2% |
| 30D | -7.7% | -10.3% | +2.6% | -3.3% |
| 3M | +28.9% | +5.1% | +23.8% | +25.1% |
| 6M | +91.5% | +2.3% | +89.2% | +86.0% |
| YTD | +77.3% | +8.7% | +68.6% | +64.9% |
| 1Y | +96.3% | +26.8% | +69.5% | +65.2% |
| All | +382.4% | +137.6% | +244.8% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling