+68.4%
CRWD vs PPL
-1.7%
+70.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.1% |
| 7D | +5.8% | -2.2% | +8.0% | +4.5% |
| 30D | -12.0% | +1.7% | -13.7% | -11.0% |
| 3M | +3.6% | +0.1% | +3.5% | +4.5% |
| 6M | +68.3% | -1.5% | +69.9% | +69.7% |
| YTD | +96.2% | +3.0% | +93.2% | +100.0% |
| 1Y | +68.4% | -1.4% | +69.9% | +73.6% |
| All | +68.4% | -1.7% | +70.1% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling