+54.5%
PCG vs CPRT
-7.1%
+61.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -13.9% | +2.2% | -16.1% | -14.4% |
| 30D | -16.9% | +16.6% | -33.5% | -20.4% |
| 3M | -14.7% | +9.6% | -24.3% | -17.2% |
| 6M | -23.8% | -11.1% | -12.7% | -21.6% |
| YTD | -10.5% | -13.9% | +3.4% | -7.3% |
| 1Y | -5.1% | -32.5% | +27.4% | +6.0% |
| 3Y | -11.6% | -25.0% | +13.4% | -6.4% |
| All | +54.5% | -7.1% | +61.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling