-21.0%
PCG vs CPRT
-30.7%
+9.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -1.6% | +6.0% | -7.6% | -2.6% |
| 30D | +1.4% | +20.0% | -18.6% | -1.9% |
| 3M | -23.4% | +10.1% | -33.5% | -24.9% |
| 6M | -19.4% | -4.3% | -15.1% | -18.9% |
| YTD | -18.5% | -18.4% | -0.1% | -15.2% |
| 1Y | -19.5% | -20.1% | +0.5% | -15.9% |
| 3Y | -21.0% | -30.4% | +9.4% | -16.7% |
| All | -21.0% | -30.7% | +9.7% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling