-9.8%
CPRT vs PNC
+51.0%
-60.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | +8.2% | -4.4% | +12.6% | +9.9% |
| 3M | +2.3% | +4.5% | -2.2% | +0.3% |
| 6M | -14.7% | +19.1% | -33.8% | -20.5% |
| YTD | -18.2% | +18.0% | -36.2% | -23.7% |
| 1Y | -33.4% | +24.1% | -57.4% | -39.2% |
| 3Y | -28.3% | +130.0% | -158.3% | -49.9% |
| 5Y | -9.8% | +50.4% | -60.2% | -23.7% |
| All | -9.8% | +51.0% | -60.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling