-9.9%
CPRT vs PFG
+110.7%
-120.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.8% |
| 7D | +0.4% | +6.0% | -5.6% | -1.9% |
| 30D | +9.9% | +2.2% | +7.7% | +8.8% |
| 3M | +5.6% | +10.4% | -4.7% | +1.2% |
| 6M | -13.6% | +27.8% | -41.4% | -22.0% |
| YTD | -16.7% | +33.6% | -50.4% | -26.3% |
| 1Y | -33.1% | +49.3% | -82.4% | -43.7% |
| 3Y | -27.1% | +69.7% | -96.8% | -43.1% |
| 5Y | -9.9% | +111.3% | -121.2% | -39.4% |
| All | -9.9% | +110.7% | -120.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling