+8,176.7%
PCAR vs CPRT
+22,996.9%
-14,820.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +2.2% | +9.9% | -7.8% | -0.2% |
| 30D | -4.4% | +21.1% | -25.5% | -8.9% |
| 3M | -21.4% | +12.3% | -33.8% | -24.0% |
| 6M | -7.3% | -2.0% | -5.3% | -7.8% |
| YTD | -3.8% | -17.0% | +13.3% | -0.4% |
| 1Y | +6.3% | -22.5% | +28.8% | +11.8% |
| 3Y | +34.4% | -29.3% | +63.7% | +43.9% |
| 5Y | +109.2% | -15.6% | +124.8% | +112.7% |
| 10Y | +312.9% | +411.6% | -98.7% | +175.6% |
| All | +8,176.7% | +22,996.9% | -14,820.2% | +2,968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling