-5.7%
CPRT vs PEGA
-46.5%
+40.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | +3.3% | -1.1% | +1.6% |
| 30D | +16.6% | +17.7% | -1.1% | +13.2% |
| 3M | +9.6% | +5.8% | +3.8% | +7.9% |
| 6M | -11.1% | -20.3% | +9.1% | -8.5% |
| YTD | -13.9% | -37.1% | +23.3% | -8.1% |
| 1Y | -32.5% | -30.2% | -2.3% | -29.8% |
| 3Y | -25.0% | +48.1% | -73.1% | -36.4% |
| All | -5.7% | -46.5% | +40.8% | +7.4% |
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 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