+256.7%
CRWD vs PTC
+60.7%
+196.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +4.5% | +0.5% | +4.0% | +4.2% |
| 30D | -9.1% | +1.2% | -10.3% | -9.7% |
| 3M | +0.5% | +27.4% | -26.9% | -15.1% |
| 6M | +61.1% | +39.2% | +21.9% | +25.6% |
| YTD | +93.4% | +12.5% | +80.9% | +76.3% |
| 1Y | +71.1% | +12.3% | +58.8% | +56.0% |
| 3Y | +351.1% | +28.8% | +322.2% | +249.1% |
| All | +256.7% | +60.7% | +196.0% | +126.3% |
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 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