+75.0%
PEP vs CPRT
+426.9%
-351.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | +0.2% | +16.6% | -16.4% | -4.0% |
| 3M | -1.1% | +9.6% | -10.7% | -3.8% |
| 6M | -13.5% | -11.1% | -2.4% | -11.3% |
| YTD | -1.2% | -13.9% | +12.7% | +1.8% |
| 1Y | -1.6% | -32.5% | +31.0% | +8.1% |
| 3Y | -12.5% | -25.0% | +12.5% | -8.5% |
| 5Y | +3.0% | -7.4% | +10.4% | -1.0% |
| All | +75.0% | +426.9% | -351.9% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling