+218.9%
CRWD vs PH
+243.6%
-24.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | -2.8% | -3.1% | +0.3% | -1.2% |
| 30D | -5.9% | -11.8% | +5.9% | +0.5% |
| 3M | +29.0% | +6.9% | +22.1% | +23.4% |
| 6M | +91.5% | -1.3% | +92.7% | +88.7% |
| YTD | +78.2% | +7.0% | +71.3% | +65.9% |
| 1Y | +96.6% | +23.1% | +73.5% | +66.5% |
| 3Y | +397.0% | +135.4% | +261.6% | +172.0% |
| 5Y | +218.9% | +250.3% | -31.5% | +32.3% |
| All | +218.9% | +243.6% | -24.7% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling