+1,627.1%
PEP vs CPRT
+23,878.7%
-22,251.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | +0.2% | +16.6% | -16.4% | -1.6% |
| 3M | -1.1% | +9.6% | -10.7% | -2.3% |
| 6M | -13.5% | -11.1% | -2.4% | -12.5% |
| YTD | -1.2% | -13.9% | +12.7% | +0.1% |
| 1Y | -1.6% | -32.5% | +31.0% | +2.4% |
| 3Y | -12.5% | -25.0% | +12.5% | -10.5% |
| 5Y | +3.0% | -7.4% | +10.4% | +2.3% |
| 10Y | +73.9% | +422.0% | -348.1% | +46.4% |
| All | +1,627.1% | +23,878.7% | -22,251.5% | +1,020.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling