+384.9%
CRWD vs PHM
+47.0%
+337.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -2.8% | -6.4% | +3.5% | -2.2% |
| 30D | -5.9% | -12.1% | +6.2% | -4.8% |
| 3M | +29.0% | -1.5% | +30.5% | +28.7% |
| 6M | +91.5% | -6.0% | +97.5% | +91.5% |
| YTD | +78.2% | -0.3% | +78.5% | +75.8% |
| 1Y | +96.6% | -13.3% | +110.0% | +98.7% |
| All | +384.9% | +47.0% | +337.9% | +297.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling