+1,348.4%
CRWD vs PSA
+66.6%
+1,281.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -2.1% | -8.2% | +6.1% | +0.3% |
| 3M | +27.5% | -2.1% | +29.7% | +27.8% |
| 6M | +95.8% | -0.2% | +96.0% | +93.9% |
| YTD | +79.2% | +18.5% | +60.7% | +67.1% |
| 1Y | +96.3% | +6.6% | +89.7% | +89.2% |
| 3Y | +399.8% | +24.5% | +375.3% | +340.7% |
| 5Y | +216.7% | +13.6% | +203.1% | +189.0% |
| All | +1,348.4% | +66.6% | +1,281.8% | +1,123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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