+21,020.0%
CPRT vs PEGA
+991.9%
+20,028.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.9% |
| 7D | +1.6% | -10.0% | +11.6% | +2.6% |
| 30D | +18.8% | -12.7% | +31.5% | +20.2% |
| 3M | +9.4% | -4.6% | +14.0% | +9.8% |
| 6M | -4.4% | -13.1% | +8.7% | -3.5% |
| YTD | -17.1% | -47.6% | +30.5% | -13.0% |
| 1Y | -19.9% | -47.0% | +27.1% | -16.0% |
| 3Y | -30.5% | +42.0% | -72.5% | -34.4% |
| 5Y | -15.9% | -47.8% | +31.9% | -15.3% |
| 10Y | +386.7% | +92.0% | +294.7% | +348.6% |
| All | +21,020.0% | +991.9% | +20,028.1% | +16,352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling