+1,333.1%
CRWD vs PHM
+294.2%
+1,038.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | +2.2% | -3.9% | +6.0% | +3.4% |
| 30D | -7.7% | -8.6% | +0.8% | -5.4% |
| 3M | +28.9% | -2.9% | +31.8% | +29.1% |
| 6M | +91.5% | -5.7% | +97.2% | +92.2% |
| YTD | +77.3% | +1.9% | +75.5% | +72.1% |
| 1Y | +96.3% | -12.3% | +108.6% | +99.7% |
| 3Y | +394.5% | +50.8% | +343.7% | +291.8% |
| 5Y | +213.5% | +157.3% | +56.2% | +96.5% |
| All | +1,333.1% | +294.2% | +1,038.9% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling