+1,395.9%
CRWD vs PPL
+57.1%
+1,338.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -13.4% | +0.4% | -13.8% | -13.4% |
| 30D | -18.3% | +5.4% | -23.7% | -18.6% |
| 3M | +4.6% | +4.3% | +0.3% | +4.2% |
| 6M | +85.4% | -1.3% | +86.7% | +85.4% |
| YTD | +85.1% | +4.7% | +80.4% | +83.7% |
| 1Y | +62.9% | +1.3% | +61.7% | +62.3% |
| 3Y | +364.5% | +57.2% | +307.3% | +333.1% |
| 5Y | +217.3% | +48.2% | +169.1% | +198.6% |
| All | +1,395.9% | +57.1% | +1,338.8% | +1,324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling