-9.9%
CPRT vs PFGC
+110.5%
-120.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.7% |
| 7D | +0.4% | -2.4% | +2.8% | +1.2% |
| 30D | +9.9% | -15.8% | +25.7% | +16.0% |
| 3M | +5.6% | -0.6% | +6.2% | +5.8% |
| 6M | -13.6% | +10.7% | -24.3% | -16.7% |
| YTD | -16.7% | +7.6% | -24.4% | -19.8% |
| 1Y | -33.1% | -7.8% | -25.3% | -32.0% |
| 3Y | -27.1% | +63.7% | -90.8% | -40.8% |
| 5Y | -9.9% | +112.3% | -122.1% | -35.0% |
| All | -9.9% | +110.5% | -120.4% | -35.0% |
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