+216.1%
CRWD vs PPL
+39.5%
+176.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +2.7% | -5.1% | -2.5% |
| 30D | +1.5% | +0.5% | +1.1% | +1.5% |
| 3M | +18.5% | +0.7% | +17.9% | +18.4% |
| 6M | +109.1% | -7.6% | +116.7% | +110.2% |
| YTD | +81.8% | +1.8% | +80.0% | +80.8% |
| 1Y | +106.7% | -0.8% | +107.4% | +105.9% |
| 3Y | +428.7% | +56.9% | +371.8% | +372.6% |
| All | +216.1% | +39.5% | +176.6% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling