+363.9%
CPRT vs PTC
+313.0%
+51.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +21.4% | +1.2% | +20.2% | +20.8% |
| 3M | +10.4% | +32.6% | -22.2% | -3.3% |
| 6M | -4.3% | +36.1% | -40.4% | -17.8% |
| YTD | -18.3% | +12.7% | -30.9% | -24.5% |
| 1Y | -22.5% | +10.2% | -32.6% | -27.8% |
| 3Y | -34.3% | +29.4% | -63.8% | -44.7% |
| 5Y | -17.8% | +61.1% | -78.8% | -38.0% |
| All | +363.9% | +313.0% | +51.0% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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