+374.9%
CPRT vs PPG
+26.9%
+348.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -11.2% | -6.2% | -4.9% | -8.5% |
| 30D | +3.3% | -7.9% | +11.3% | +7.3% |
| 3M | -3.6% | -10.2% | +6.6% | +1.1% |
| 6M | -15.8% | +2.7% | -18.4% | -17.9% |
| YTD | -23.5% | +4.9% | -28.4% | -26.7% |
| 1Y | -38.8% | -3.2% | -35.6% | -39.1% |
| 3Y | -33.4% | -17.0% | -16.4% | -30.0% |
| 5Y | -16.4% | -23.3% | +7.0% | -10.4% |
| All | +374.9% | +26.9% | +348.0% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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