+21,298.9%
CPRT vs PPG
+1,121.5%
+20,177.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +9.9% | -7.8% | +17.7% | +13.2% |
| 3M | +5.6% | -2.2% | +7.8% | +6.2% |
| 6M | -13.6% | +4.1% | -17.8% | -15.7% |
| YTD | -16.7% | +9.1% | -25.8% | -20.5% |
| 1Y | -33.1% | +1.0% | -34.1% | -34.4% |
| 3Y | -27.1% | -13.3% | -13.8% | -25.2% |
| 5Y | -9.9% | -19.2% | +9.3% | -6.0% |
| 10Y | +415.3% | +25.9% | +389.4% | +343.3% |
| All | +21,298.9% | +1,121.5% | +20,177.4% | +10,504.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling