-32.5%
CPRT vs PFGC
-5.1%
-27.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | +16.6% | -11.9% | +28.6% | +18.1% |
| 3M | +9.6% | +5.0% | +4.6% | +10.4% |
| 6M | -11.1% | +8.6% | -19.7% | -10.7% |
| YTD | -13.9% | +9.7% | -23.6% | -15.0% |
| 1Y | -32.5% | -6.3% | -26.2% | -31.1% |
| All | -32.5% | -5.1% | -27.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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