+3.7%
PEP vs CPRT
-24.7%
+28.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.3% | +2.7% |
| 7D | +7.4% | +12.6% | -5.3% | +4.8% |
| 30D | +13.3% | +18.0% | -4.6% | +9.7% |
| 3M | +3.5% | +11.0% | -7.5% | +0.7% |
| 6M | -5.9% | -2.0% | -3.9% | -7.5% |
| YTD | +2.3% | -16.7% | +18.9% | +1.7% |
| 1Y | +3.7% | -23.9% | +27.6% | +4.6% |
| All | +3.7% | -24.7% | +28.4% | +4.6% |
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 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