+385.2%
CPRT vs PFG
+195.4%
+189.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.0% | +3.0% | +1.0% | +2.8% |
| 30D | +18.2% | +8.2% | +10.1% | +14.6% |
| 3M | +9.2% | +2.7% | +6.5% | +7.8% |
| 6M | -4.8% | +17.2% | -22.1% | -11.0% |
| YTD | -17.5% | +34.8% | -52.2% | -27.3% |
| 1Y | -22.0% | +43.6% | -65.6% | -33.1% |
| 3Y | -33.7% | +85.4% | -119.1% | -49.7% |
| 5Y | -15.0% | +102.2% | -117.1% | -39.0% |
| 10Y | +385.2% | +190.2% | +195.0% | +152.4% |
| All | +385.2% | +195.4% | +189.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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