+363.9%
CPRT vs PFGC
+346.1%
+17.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | +21.4% | +16.1% | +5.2% | +17.3% |
| 3M | +10.4% | +2.4% | +8.0% | +9.6% |
| 6M | -4.3% | +15.7% | -20.0% | -7.6% |
| YTD | -18.3% | +22.3% | -40.5% | -22.6% |
| 1Y | -22.5% | +13.9% | -36.3% | -25.4% |
| 3Y | -34.3% | +80.3% | -114.6% | -43.5% |
| 5Y | -17.8% | +136.1% | -153.9% | -33.9% |
| All | +363.9% | +346.1% | +17.9% | +220.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling