-18.7%
CPRT vs PEGA
-44.5%
+25.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +21.2% | -4.1% | +25.3% | +22.0% |
| 3M | +8.3% | -2.8% | +11.1% | +8.8% |
| 6M | -3.4% | -0.4% | -2.9% | -3.9% |
| YTD | -18.7% | -45.4% | +26.7% | -11.2% |
| 1Y | -23.5% | -42.6% | +19.1% | -17.3% |
| 3Y | -34.2% | +45.4% | -79.6% | -44.2% |
| All | -18.7% | -44.5% | +25.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling