+2.5%
PEP vs CPRT
-22.3%
+24.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | +11.8% | +21.3% | -9.6% | +7.6% |
| 3M | +3.7% | +10.4% | -6.7% | +1.0% |
| 6M | -4.3% | -4.3% | 0.0% | -5.7% |
| YTD | +2.1% | -18.3% | +20.4% | +1.6% |
| 1Y | +2.5% | -22.5% | +25.0% | +4.2% |
| All | +2.5% | -22.3% | +24.9% | +4.2% |
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