-15.4%
CPRT vs PRU
+43.3%
-58.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | -2.8% | +1.5% | -0.2% |
| 30D | +21.5% | +8.5% | +13.0% | +17.5% |
| 3M | +9.4% | +1.7% | +7.7% | +8.5% |
| 6M | -3.3% | +24.8% | -28.1% | -11.8% |
| YTD | -17.8% | +13.3% | -31.1% | -22.4% |
| 1Y | -22.2% | +21.4% | -43.6% | -28.8% |
| 3Y | -34.0% | +54.8% | -88.8% | -47.3% |
| 5Y | -15.4% | +42.4% | -57.8% | -29.4% |
| All | -15.4% | +43.3% | -58.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling