+172.3%
PCAR vs CPRT
-7.1%
+179.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -0.5% | +2.2% | -2.7% | -1.3% |
| 30D | -6.2% | +16.6% | -22.9% | -11.7% |
| 3M | +5.9% | +9.6% | -3.7% | +1.6% |
| 6M | +0.4% | -11.1% | +11.5% | +4.4% |
| YTD | +14.8% | -13.9% | +28.7% | +20.6% |
| 1Y | +30.1% | -32.5% | +62.6% | +51.2% |
| 3Y | +66.7% | -25.0% | +91.7% | +82.7% |
| All | +172.3% | -7.1% | +179.4% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling