-32.5%
CPRT vs PNR
-43.1%
+10.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +16.6% | -12.8% | +29.4% | +19.7% |
| 3M | +9.6% | -17.0% | +26.6% | +12.6% |
| 6M | -11.1% | -37.4% | +26.3% | -4.1% |
| YTD | -13.9% | -41.6% | +27.7% | -6.3% |
| 1Y | -32.5% | -44.6% | +12.1% | -25.6% |
| All | -32.5% | -43.1% | +10.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling