+106.7%
CRWD vs PTC
-33.3%
+139.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +2.0% |
| 7D | -2.4% | -10.3% | +7.8% | +2.7% |
| 30D | +1.5% | +1.1% | +0.4% | +1.9% |
| 3M | +18.5% | +1.6% | +16.9% | +20.1% |
| 6M | +109.1% | -13.5% | +122.6% | +135.4% |
| YTD | +81.8% | -19.1% | +100.9% | +112.5% |
| 1Y | +106.7% | -33.9% | +140.5% | +192.6% |
| All | +106.7% | -33.3% | +139.9% | +192.6% |
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