-34.2%
CPRT vs PNC
+115.6%
-149.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.4% | +3.1% | -3.4% | -1.3% |
| 30D | +21.2% | +7.6% | +13.5% | +18.7% |
| 3M | +8.3% | -8.1% | +16.4% | +10.8% |
| 6M | -3.4% | +12.6% | -16.0% | -7.4% |
| YTD | -18.7% | +15.0% | -33.6% | -22.8% |
| 1Y | -23.5% | +30.4% | -53.9% | -30.4% |
| 3Y | -34.2% | +116.1% | -150.3% | -45.4% |
| All | -34.2% | +115.6% | -149.8% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling