-4.6%
PEP vs CPRT
-29.5%
+24.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +6.7% | +9.9% | -3.2% | +5.0% |
| 30D | +13.5% | +21.1% | -7.6% | +10.0% |
| 3M | +3.9% | +12.3% | -8.4% | +1.6% |
| 6M | -6.0% | -2.0% | -4.0% | -6.7% |
| YTD | +2.5% | -17.0% | +19.5% | +3.6% |
| 1Y | +3.9% | -22.5% | +26.5% | +6.0% |
| All | -4.6% | -29.5% | +24.9% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling