+293.0%
PCAR vs CPRT
+399.1%
-106.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | +2.9% | +1.6% | +1.3% | +2.3% |
| 30D | -2.1% | +18.8% | -20.9% | -8.8% |
| 3M | -20.4% | +9.4% | -29.8% | -23.8% |
| 6M | -7.0% | -4.4% | -2.6% | -6.7% |
| YTD | -2.6% | -17.1% | +14.5% | +3.2% |
| 1Y | +9.8% | -19.9% | +29.7% | +18.0% |
| 3Y | +37.3% | -30.5% | +67.8% | +54.6% |
| 5Y | +116.4% | -15.9% | +132.4% | +119.1% |
| 10Y | +293.0% | +386.7% | -93.7% | +95.1% |
| All | +293.0% | +399.1% | -106.2% | +95.1% |
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