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  • PCG vs CPRT✓SelectedUSD · CPRTPCG vs CPRT performance historyLatest closeAs of+2.44%09/04
Stock and ETF performance explorer

PCG vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12.5%
CPRT return
+23,878.7%
Excess return
-23,866.1%
Maximum drawdown
-94.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D+2.4%+0.4%+2.0%+2.4%
7D-13.9%+2.2%-16.1%-14.1%
30D-16.9%+16.6%-33.5%-18.7%
3M-14.7%+9.6%-24.3%-16.0%
6M-23.8%-11.1%-12.7%-22.8%
YTD-10.5%-13.9%+3.4%-9.0%
1Y-5.1%-32.5%+27.4%-0.2%
3Y-11.6%-25.0%+13.4%-8.8%
5Y+59.0%-7.4%+66.4%+58.1%
10Y-75.7%+422.0%-497.7%-80.0%
All+12.5%+23,878.7%-23,866.1%-26.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling