+392.8%
CPRT vs PTC
+334.9%
+57.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | +20.0% | +0.8% | +19.3% | +19.7% |
| 3M | +10.1% | +32.1% | -22.0% | -3.4% |
| 6M | -4.3% | +42.6% | -46.9% | -19.6% |
| YTD | -18.4% | +12.0% | -30.4% | -24.4% |
| 1Y | -20.1% | +12.2% | -32.2% | -26.1% |
| 3Y | -30.4% | +31.2% | -61.6% | -41.7% |
| 5Y | -17.0% | +54.9% | -71.9% | -36.4% |
| All | +392.8% | +334.9% | +57.8% | +145.3% |
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