+295.0%
PCAR vs CPRT
+384.2%
-89.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +2.2% | -1.4% | +3.6% | +2.8% |
| 30D | +0.3% | +21.5% | -21.2% | -7.3% |
| 3M | -17.9% | +9.4% | -27.3% | -21.5% |
| 6M | -3.4% | -3.3% | -0.1% | -3.6% |
| YTD | -0.1% | -17.8% | +17.7% | +6.3% |
| 1Y | +13.4% | -22.2% | +35.6% | +23.4% |
| 3Y | +37.2% | -34.0% | +71.2% | +58.0% |
| 5Y | +117.3% | -15.4% | +132.8% | +119.4% |
| 10Y | +295.0% | +376.0% | -81.0% | +92.7% |
| All | +295.0% | +384.2% | -89.3% | +92.7% |
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