+387.6%
CPRT vs PNC
+277.5%
+110.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -4.9% | -4.4% |
| 7D | -8.4% | -0.9% | -7.5% | -8.1% |
| 30D | +4.6% | -4.4% | +9.0% | +6.3% |
| 3M | -1.9% | +5.3% | -7.2% | -4.2% |
| 6M | -15.3% | +19.6% | -34.9% | -21.6% |
| YTD | -21.5% | +19.1% | -40.6% | -27.3% |
| 1Y | -36.6% | +24.3% | -60.9% | -42.5% |
| 3Y | -31.2% | +132.2% | -163.4% | -52.7% |
| 5Y | -14.1% | +52.3% | -66.4% | -30.7% |
| All | +387.6% | +277.5% | +110.1% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling