-18.3%
PCG vs CPRT
-34.3%
+16.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +2.2% | -0.4% | +2.5% | +2.2% |
| 30D | +0.8% | +21.2% | -20.4% | -2.6% |
| 3M | -23.8% | +8.3% | -32.1% | -25.1% |
| 6M | -19.6% | -3.4% | -16.2% | -19.3% |
| YTD | -16.7% | -18.7% | +2.0% | -13.3% |
| 1Y | -19.4% | -23.5% | +4.1% | -14.8% |
| 3Y | -18.3% | -34.2% | +15.8% | -10.6% |
| All | -18.3% | -34.3% | +16.0% | -10.6% |
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