+415.3%
CPRT vs PEGA
+175.4%
+239.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.3% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +9.9% | +9.6% | +0.3% | +7.2% |
| 3M | +5.6% | +2.3% | +3.3% | +4.2% |
| 6M | -13.6% | -23.9% | +10.3% | -8.8% |
| YTD | -16.7% | -39.8% | +23.0% | -7.6% |
| 1Y | -33.1% | -37.4% | +4.3% | -27.2% |
| 3Y | -27.1% | +53.1% | -80.2% | -43.6% |
| 5Y | -9.9% | -47.2% | +37.4% | -2.0% |
| 10Y | +415.3% | +174.3% | +241.0% | +227.4% |
| All | +415.3% | +175.4% | +239.9% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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