-18.7%
CPRT vs PNC
+36.8%
-55.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.4% | +3.1% | -3.4% | -1.5% |
| 30D | +21.2% | +7.6% | +13.5% | +18.0% |
| 3M | +8.3% | -8.1% | +16.4% | +11.5% |
| 6M | -3.4% | +12.6% | -16.0% | -8.0% |
| YTD | -18.7% | +15.0% | -33.6% | -23.5% |
| 1Y | -23.5% | +30.4% | -53.9% | -31.5% |
| 3Y | -34.2% | +116.1% | -150.3% | -52.8% |
| All | -18.7% | +36.8% | -55.5% | -27.5% |
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 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