+9,776.6%
PCAR vs CPRT
+23,878.7%
-14,102.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -1.1% |
| 30D | -6.2% | +16.6% | -22.9% | -9.9% |
| 3M | +5.9% | +9.6% | -3.7% | +3.0% |
| 6M | +0.4% | -11.1% | +11.5% | +2.6% |
| YTD | +14.8% | -13.9% | +28.7% | +18.1% |
| 1Y | +30.1% | -32.5% | +62.6% | +41.9% |
| 3Y | +66.7% | -25.0% | +91.7% | +76.4% |
| 5Y | +166.1% | -7.4% | +173.5% | +165.0% |
| 10Y | +353.7% | +422.0% | -68.3% | +201.9% |
| All | +9,776.6% | +23,878.7% | -14,102.1% | +3,537.5% |
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