+415.3%
CPRT vs PTC
+204.7%
+210.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -1.1% |
| 7D | +0.4% | -12.8% | +13.2% | +6.0% |
| 30D | +9.9% | -9.8% | +19.7% | +14.2% |
| 3M | +5.6% | -2.1% | +7.7% | +5.3% |
| 6M | -13.6% | -18.1% | +4.5% | -7.7% |
| YTD | -16.7% | -23.5% | +6.8% | -8.6% |
| 1Y | -33.1% | -37.4% | +4.2% | -20.5% |
| 3Y | -27.1% | -7.2% | -19.8% | -28.7% |
| 5Y | -9.9% | +2.7% | -12.5% | -17.3% |
| 10Y | +415.3% | +203.4% | +211.9% | +202.8% |
| All | +415.3% | +204.7% | +210.6% | +202.8% |
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