+89.6%
PEP vs CPRT
+382.0%
-292.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.6% | +4.0% | +0.6% | +3.6% |
| 30D | +14.0% | +18.2% | -4.2% | +9.1% |
| 3M | +5.4% | +9.2% | -3.8% | +2.5% |
| 6M | -5.1% | -4.8% | -0.3% | -4.6% |
| YTD | +3.1% | -17.5% | +20.6% | +7.1% |
| 1Y | +4.8% | -22.0% | +26.8% | +10.5% |
| 3Y | -4.1% | -33.7% | +29.6% | +3.7% |
| 5Y | +3.0% | -15.0% | +17.9% | +1.3% |
| 10Y | +89.6% | +385.2% | -295.6% | +38.6% |
| All | +89.6% | +382.0% | -292.4% | +38.6% |
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 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