+80.6%
CRWD vs PTC
+0.1%
+80.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -9.6% | +0.1% | -9.7% | -9.6% |
| 30D | -11.6% | +1.5% | -13.1% | -11.9% |
| 3M | +14.1% | +37.8% | -23.7% | +4.1% |
| 6M | +105.4% | +41.2% | +64.2% | +87.5% |
| YTD | +105.6% | +12.0% | +93.6% | +109.5% |
| 1Y | +80.6% | +1.6% | +78.9% | +88.3% |
| All | +80.6% | +0.1% | +80.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling