-4.4%
PEP vs CPRT
-33.6%
+29.2%
-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 | +1.1% | -1.4% | +2.4% | +1.3% |
| 30D | +13.6% | +21.5% | -7.9% | +10.1% |
| 3M | +5.1% | +9.4% | -4.3% | +3.2% |
| 6M | -1.6% | -3.3% | +1.7% | -2.1% |
| YTD | +3.3% | -17.8% | +21.2% | +4.7% |
| 1Y | +3.2% | -22.2% | +25.4% | +5.3% |
| All | -4.4% | -33.6% | +29.2% | -1.2% |
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 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