+7,977.1%
PCAR vs CPRT
+22,620.0%
-14,642.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +0.1% | +6.0% | -6.0% | -1.4% |
| 30D | -4.6% | +20.0% | -24.6% | -8.9% |
| 3M | -22.6% | +10.1% | -32.7% | -24.7% |
| 6M | -12.0% | -4.3% | -7.7% | -11.9% |
| YTD | -6.1% | -18.4% | +12.3% | -2.4% |
| 1Y | +6.3% | -20.1% | +26.4% | +11.0% |
| 3Y | +31.8% | -30.4% | +62.2% | +41.7% |
| 5Y | +104.2% | -17.0% | +121.1% | +108.4% |
| 10Y | +302.9% | +403.2% | -100.3% | +170.1% |
| All | +7,977.1% | +22,620.0% | -14,642.9% | +2,906.5% |
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