+90.8%
CRWD vs PHM
-12.7%
+103.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -0.8% |
| 7D | -3.0% | -5.0% | +2.0% | -3.5% |
| 30D | -6.8% | -8.4% | +1.7% | -7.6% |
| 3M | +19.6% | -4.4% | +24.0% | +19.1% |
| 6M | +87.1% | -3.7% | +90.8% | +85.4% |
| YTD | +76.4% | +1.3% | +75.1% | +74.9% |
| 1Y | +90.8% | -14.0% | +104.8% | +97.5% |
| All | +90.8% | -12.7% | +103.5% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling