+1,369.7%
CRWD vs PTC
+59.8%
+1,309.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +2.7% |
| 7D | -2.4% | -10.3% | +7.8% | +4.0% |
| 30D | +1.5% | +1.1% | +0.4% | +0.9% |
| 3M | +18.5% | +1.6% | +16.9% | +15.2% |
| 6M | +109.1% | -13.5% | +122.6% | +124.8% |
| YTD | +81.8% | -19.1% | +100.9% | +103.4% |
| 1Y | +106.7% | -33.9% | +140.5% | +160.6% |
| 3Y | +428.7% | -3.9% | +432.6% | +419.7% |
| 5Y | +206.4% | +6.0% | +200.3% | +181.3% |
| All | +1,369.7% | +59.8% | +1,309.9% | +837.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling