+20,084.6%
CPRT vs PGR
+16,204.8%
+3,879.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -8.4% | -3.4% | -5.0% | -7.5% |
| 30D | +4.6% | +1.8% | +2.8% | +4.1% |
| 3M | -1.9% | +5.9% | -7.9% | -3.6% |
| 6M | -15.3% | +4.6% | -19.9% | -16.6% |
| YTD | -21.5% | +1.1% | -22.5% | -22.0% |
| 1Y | -36.6% | -6.6% | -30.1% | -35.8% |
| 3Y | -31.2% | +74.2% | -105.4% | -42.0% |
| 5Y | -14.1% | +159.5% | -173.6% | -36.4% |
| 10Y | +391.9% | +813.4% | -421.5% | +156.1% |
| All | +20,084.6% | +16,204.8% | +3,879.8% | +5,519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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