+387.6%
CPRT vs PEG
+148.3%
+239.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -8.4% | -0.9% | -7.5% | -8.1% |
| 30D | +4.6% | -2.8% | +7.3% | +5.7% |
| 3M | -1.9% | -6.9% | +5.0% | +0.8% |
| 6M | -15.3% | -11.4% | -3.9% | -11.6% |
| YTD | -21.5% | -7.4% | -14.1% | -19.6% |
| 1Y | -36.6% | -8.3% | -28.4% | -35.1% |
| 3Y | -31.2% | +31.5% | -62.7% | -40.9% |
| 5Y | -14.1% | +38.0% | -52.1% | -28.9% |
| All | +387.6% | +148.3% | +239.3% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling