+1,348.4%
CRWD vs PH
+532.9%
+815.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -2.1% | -10.8% | +8.8% | +2.3% |
| 3M | +27.5% | +8.5% | +19.1% | +22.9% |
| 6M | +95.8% | +3.9% | +91.9% | +90.0% |
| YTD | +79.2% | +9.4% | +69.8% | +69.4% |
| 1Y | +96.3% | +26.8% | +69.5% | +73.7% |
| 3Y | +399.8% | +140.8% | +259.0% | +240.1% |
| 5Y | +216.7% | +253.8% | -37.1% | +86.3% |
| All | +1,348.4% | +532.9% | +815.5% | +565.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling