+4.4%
PEP vs CPRT
-18.6%
+23.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +12.5% | +21.2% | -8.7% | +8.3% |
| 3M | +4.5% | +8.3% | -3.8% | +2.5% |
| 6M | -0.5% | -3.4% | +2.9% | -0.5% |
| YTD | +4.4% | -18.7% | +23.1% | +7.5% |
| 1Y | +4.4% | -23.5% | +27.9% | +8.7% |
| 3Y | -3.4% | -34.2% | +30.8% | +2.0% |
| All | +4.4% | -18.6% | +23.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling