+367.2%
PCAR vs CPRT
+426.9%
-59.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -0.5% | +2.2% | -2.7% | -1.4% |
| 30D | -6.2% | +16.6% | -22.9% | -12.2% |
| 3M | +5.9% | +9.6% | -3.7% | +1.1% |
| 6M | +0.4% | -11.1% | +11.5% | +4.3% |
| YTD | +14.8% | -13.9% | +28.7% | +20.4% |
| 1Y | +30.1% | -32.5% | +62.6% | +51.1% |
| 3Y | +66.7% | -25.0% | +91.7% | +82.5% |
| 5Y | +166.1% | -7.4% | +173.5% | +159.1% |
| All | +367.2% | +426.9% | -59.6% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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