-19.5%
PCG vs CPRT
-23.4%
+3.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -1.6% | +6.0% | -7.6% | -1.9% |
| 30D | +1.4% | +20.0% | -18.6% | +0.4% |
| 3M | -23.4% | +10.1% | -33.5% | -23.8% |
| 6M | -19.4% | -4.3% | -15.1% | -19.6% |
| YTD | -18.5% | -18.4% | -0.1% | -18.4% |
| 1Y | -19.5% | -20.1% | +0.5% | -20.0% |
| All | -19.5% | -23.4% | +3.8% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling