+374.9%
CPRT vs PNR
+66.2%
+308.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -11.2% | -6.0% | -5.2% | -8.6% |
| 30D | +3.3% | -14.0% | +17.3% | +10.7% |
| 3M | -3.6% | -21.7% | +18.1% | +6.9% |
| 6M | -15.8% | -37.3% | +21.5% | +2.8% |
| YTD | -23.5% | -45.1% | +21.6% | -1.0% |
| 1Y | -38.8% | -49.1% | +10.4% | -17.9% |
| 3Y | -33.4% | -14.8% | -18.6% | -33.0% |
| 5Y | -16.4% | -21.0% | +4.7% | -14.9% |
| All | +374.9% | +66.2% | +308.8% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling