+351.1%
CRWD vs PH
+135.5%
+215.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.5% | +4.3% | +0.1% | +2.6% |
| 30D | -9.1% | +0.1% | -9.2% | -9.3% |
| 3M | +0.5% | -9.4% | +9.9% | +4.6% |
| 6M | +61.1% | +8.8% | +52.4% | +52.9% |
| YTD | +93.4% | +9.6% | +83.7% | +78.1% |
| 1Y | +71.1% | +14.4% | +56.7% | +53.1% |
| 3Y | +351.1% | +134.5% | +216.5% | +166.0% |
| All | +351.1% | +135.5% | +215.5% | +166.0% |
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