-15.9%
CPRT vs PFGC
+135.8%
-151.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.2% |
| 7D | +1.6% | +10.8% | -9.2% | -2.1% |
| 30D | +18.8% | +17.8% | +1.0% | +12.2% |
| 3M | +9.4% | -2.7% | +12.1% | +10.0% |
| 6M | -4.4% | +20.0% | -24.4% | -10.4% |
| YTD | -17.1% | +24.3% | -41.4% | -24.3% |
| 1Y | -19.9% | +13.2% | -33.1% | -24.3% |
| 3Y | -30.5% | +85.9% | -116.4% | -46.9% |
| 5Y | -15.9% | +141.0% | -157.0% | -43.4% |
| All | -15.9% | +135.8% | -151.7% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling