-77.6%
PCG vs CPRT
+398.2%
-475.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | -1.6% | +6.0% | -7.6% | -3.8% |
| 30D | +1.4% | +20.0% | -18.6% | -5.7% |
| 3M | -23.4% | +10.1% | -33.5% | -26.9% |
| 6M | -19.4% | -4.3% | -15.1% | -19.3% |
| YTD | -18.5% | -18.4% | -0.1% | -13.5% |
| 1Y | -19.5% | -20.1% | +0.5% | -14.0% |
| 3Y | -21.0% | -30.4% | +9.4% | -12.8% |
| 5Y | +13.7% | -17.0% | +30.7% | +12.5% |
| All | -77.6% | +398.2% | -475.9% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling