+106.6%
PCAR vs CPRT
-17.4%
+124.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | +0.1% | +6.0% | -6.0% | -2.0% |
| 30D | -4.6% | +20.0% | -24.6% | -10.7% |
| 3M | -22.6% | +10.1% | -32.7% | -25.8% |
| 6M | -12.0% | -4.3% | -7.7% | -11.6% |
| YTD | -6.1% | -18.4% | +12.3% | +0.3% |
| 1Y | +6.3% | -20.1% | +26.4% | +14.4% |
| 3Y | +31.8% | -30.4% | +62.2% | +48.2% |
| All | +106.6% | -17.4% | +124.0% | +95.9% |
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