+399.8%
CRWD vs PTC
-8.0%
+407.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +1.6% |
| 7D | -2.3% | -12.8% | +10.4% | +5.3% |
| 30D | -2.1% | -9.8% | +7.7% | +4.0% |
| 3M | +27.5% | -2.1% | +29.6% | +27.5% |
| 6M | +95.8% | -18.1% | +113.9% | +120.4% |
| YTD | +79.2% | -23.5% | +102.7% | +110.3% |
| 1Y | +96.3% | -37.4% | +133.6% | +160.7% |
| 3Y | +399.8% | -7.2% | +407.0% | +375.3% |
| All | +399.8% | -8.0% | +407.8% | +375.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling