-20.0%
PCG vs CPRT
-22.3%
+2.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.2% | -1.4% | -0.9% | -2.2% |
| 30D | -0.5% | +21.5% | -21.9% | -1.4% |
| 3M | -24.0% | +9.4% | -33.4% | -24.3% |
| 6M | -18.6% | -3.3% | -15.3% | -18.9% |
| YTD | -17.7% | -17.8% | +0.2% | -17.8% |
| 1Y | -20.0% | -22.2% | +2.2% | -21.5% |
| All | -20.0% | -22.3% | +2.3% | -21.5% |
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 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