+361.5%
CPRT vs PRU
+99.2%
+262.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -0.4% | +3.6% | -4.0% | -1.8% |
| 30D | +21.2% | +8.9% | +12.3% | +17.2% |
| 3M | +8.3% | +0.2% | +8.1% | +8.1% |
| 6M | -3.4% | +23.7% | -27.1% | -11.4% |
| YTD | -18.7% | +13.7% | -32.4% | -23.3% |
| 1Y | -23.5% | +20.6% | -44.1% | -29.6% |
| 3Y | -34.2% | +56.3% | -90.5% | -46.4% |
| 5Y | -18.2% | +42.3% | -60.5% | -31.7% |
| All | +361.5% | +99.2% | +262.2% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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