+80.6%
CRWD vs PPG
+38.5%
+42.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -0.8% |
| 7D | -9.6% | +7.5% | -17.1% | -8.6% |
| 30D | -11.6% | +20.9% | -32.5% | -9.4% |
| 3M | +14.1% | +8.7% | +5.4% | +15.7% |
| 6M | +105.4% | +23.8% | +81.6% | +114.0% |
| YTD | +105.6% | +26.5% | +79.1% | +116.6% |
| 1Y | +80.6% | +37.6% | +43.0% | +95.3% |
| All | +80.6% | +38.5% | +42.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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