+719.9%
CPRT vs PFGC
+419.1%
+300.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | -2.2% | +4.4% | +2.7% |
| 30D | +16.6% | -11.9% | +28.6% | +19.9% |
| 3M | +9.6% | +5.0% | +4.6% | +8.4% |
| 6M | -11.1% | +8.6% | -19.7% | -13.0% |
| YTD | -13.9% | +9.7% | -23.6% | -16.3% |
| 1Y | -32.5% | -6.3% | -26.2% | -32.1% |
| 3Y | -25.0% | +58.2% | -83.2% | -33.4% |
| 5Y | -7.4% | +110.4% | -117.8% | -23.6% |
| 10Y | +422.0% | +272.8% | +149.2% | +263.9% |
| All | +719.9% | +419.1% | +300.8% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling