+213.5%
CRWD vs PTC
-0.9%
+214.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +1.1% |
| 7D | +2.2% | -13.6% | +15.7% | +12.2% |
| 30D | -7.7% | -14.7% | +6.9% | +2.5% |
| 3M | +28.9% | -5.9% | +34.8% | +31.1% |
| 6M | +91.5% | -21.1% | +112.6% | +121.9% |
| YTD | +77.3% | -26.0% | +103.3% | +114.8% |
| 1Y | +96.3% | -36.8% | +133.1% | +165.7% |
| 3Y | +394.5% | -10.3% | +404.8% | +389.8% |
| 5Y | +213.5% | +1.2% | +212.3% | +170.4% |
| All | +213.5% | -0.9% | +214.4% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling