-28.8%
CPRT vs PNC
+127.7%
-156.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +8.2% | -4.4% | +12.6% | +9.5% |
| 3M | +2.3% | +4.5% | -2.2% | +0.6% |
| 6M | -14.7% | +19.1% | -33.8% | -19.6% |
| YTD | -18.2% | +18.0% | -36.2% | -22.7% |
| 1Y | -33.4% | +24.1% | -57.4% | -38.2% |
| All | -28.8% | +127.7% | -156.6% | -43.5% |
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