+1,333.1%
CRWD vs PSKY
-74.7%
+1,407.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.3% |
| 7D | +2.2% | -6.8% | +9.0% | +3.2% |
| 30D | -7.7% | +10.2% | -18.0% | -9.1% |
| 3M | +28.9% | +0.3% | +28.6% | +28.5% |
| 6M | +91.5% | -7.8% | +99.2% | +92.8% |
| YTD | +77.3% | -23.0% | +100.3% | +82.3% |
| 1Y | +96.3% | -31.6% | +127.9% | +103.7% |
| 3Y | +394.5% | -21.3% | +415.8% | +373.7% |
| 5Y | +213.5% | -71.5% | +284.9% | +249.5% |
| All | +1,333.1% | -74.7% | +1,407.8% | +1,663.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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