+376.0%
CPRT vs PFGC
+363.4%
+12.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.4% | +1.5% | -2.9% | -1.7% |
| 30D | +21.5% | +17.4% | +4.1% | +17.1% |
| 3M | +9.4% | -2.4% | +11.8% | +9.8% |
| 6M | -3.3% | +18.2% | -21.5% | -7.0% |
| YTD | -17.8% | +23.7% | -41.5% | -22.4% |
| 1Y | -22.2% | +15.0% | -37.1% | -25.3% |
| 3Y | -34.0% | +82.3% | -116.3% | -43.3% |
| 5Y | -15.4% | +131.9% | -147.4% | -31.9% |
| 10Y | +376.0% | +353.0% | +23.0% | +228.2% |
| All | +376.0% | +363.4% | +12.6% | +228.2% |
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