+35.6%
PFE vs CPRT
-24.7%
+60.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +2.1% |
| 7D | +4.6% | +12.6% | -8.1% | +3.3% |
| 30D | +12.3% | +18.0% | -5.6% | +10.4% |
| 3M | +21.2% | +11.0% | +10.2% | +19.9% |
| 6M | +21.1% | -2.0% | +23.1% | +20.9% |
| YTD | +30.0% | -16.7% | +46.7% | +31.5% |
| 1Y | +35.6% | -23.9% | +59.5% | +35.9% |
| All | +35.6% | -24.7% | +60.3% | +35.9% |
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 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