+80.6%
CRWD vs PNR
-31.2%
+111.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.6% |
| 7D | -9.6% | +11.9% | -21.5% | -10.0% |
| 30D | -11.6% | +37.1% | -48.8% | -13.1% |
| 3M | +14.1% | +5.7% | +8.4% | +13.8% |
| 6M | +105.4% | -5.7% | +111.1% | +105.7% |
| YTD | +105.6% | -29.8% | +135.5% | +114.2% |
| 1Y | +80.6% | -31.8% | +112.3% | +89.6% |
| All | +80.6% | -31.2% | +111.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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