-27.1%
CPRT vs PFGC
+63.1%
-90.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.9% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +9.9% | -15.8% | +25.7% | +14.6% |
| 3M | +5.6% | -0.6% | +6.2% | +5.9% |
| 6M | -13.6% | +10.7% | -24.3% | -15.7% |
| YTD | -16.7% | +7.6% | -24.4% | -19.0% |
| 1Y | -33.1% | -7.8% | -25.3% | -31.7% |
| 3Y | -27.1% | +63.7% | -90.8% | -39.3% |
| All | -27.1% | +63.1% | -90.1% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling