+1,348.4%
CRWD vs PPL
+52.6%
+1,295.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.3% | +1.8% | -4.1% | -2.5% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | +27.5% | 0.0% | +27.5% | +27.4% |
| 6M | +95.8% | -7.6% | +103.4% | +97.0% |
| YTD | +79.2% | +1.7% | +77.5% | +78.3% |
| 1Y | +96.3% | +1.5% | +94.7% | +95.1% |
| 3Y | +399.8% | +55.3% | +344.5% | +365.6% |
| 5Y | +216.7% | +37.7% | +179.0% | +200.1% |
| All | +1,348.4% | +52.6% | +1,295.8% | +1,282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling