-33.4%
CPRT vs PFG
+47.8%
-81.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | +8.2% | +0.9% | +7.3% | +7.9% |
| 3M | +2.3% | +7.7% | -5.4% | +0.1% |
| 6M | -14.7% | +29.0% | -43.7% | -20.2% |
| YTD | -18.2% | +32.5% | -50.6% | -23.3% |
| 1Y | -33.4% | +47.3% | -80.7% | -38.7% |
| All | -33.4% | +47.8% | -81.2% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling