+1,369.7%
CRWD vs PPL
+52.8%
+1,316.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +2.7% | -5.1% | -2.6% |
| 30D | +1.5% | +0.5% | +1.1% | +1.5% |
| 3M | +18.5% | +0.7% | +17.9% | +18.3% |
| 6M | +109.1% | -7.6% | +116.7% | +110.3% |
| YTD | +81.8% | +1.8% | +80.0% | +80.9% |
| 1Y | +106.7% | -0.8% | +107.4% | +106.1% |
| 3Y | +428.7% | +56.9% | +371.8% | +391.6% |
| 5Y | +206.4% | +39.5% | +166.8% | +189.8% |
| All | +1,369.7% | +52.8% | +1,316.9% | +1,302.2% |
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