+2,629.4%
CPRT vs PFG
+1,015.3%
+1,614.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | +2.2% | +5.5% | -3.3% | +0.9% |
| 30D | +16.6% | +2.4% | +14.3% | +15.9% |
| 3M | +9.6% | +13.6% | -4.0% | +6.1% |
| 6M | -11.1% | +27.9% | -39.0% | -16.4% |
| YTD | -13.9% | +35.6% | -49.4% | -20.2% |
| 1Y | -32.5% | +48.5% | -81.0% | -38.9% |
| 3Y | -25.0% | +66.9% | -91.9% | -34.5% |
| 5Y | -7.4% | +111.0% | -118.3% | -23.8% |
| 10Y | +422.0% | +244.5% | +177.5% | +269.7% |
| All | +2,629.4% | +1,015.3% | +1,614.2% | +1,301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling