+48.8%
PFE vs CPRT
+368.4%
-319.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +0.3% | +21.2% | -20.8% | -3.6% |
| 3M | +9.4% | +8.3% | +1.1% | +7.2% |
| 6M | +14.9% | -3.4% | +18.3% | +14.9% |
| YTD | +23.8% | -18.7% | +42.5% | +28.2% |
| 1Y | +19.5% | -23.5% | +43.0% | +25.4% |
| 3Y | +21.0% | -34.2% | +55.2% | +29.5% |
| 5Y | -23.9% | -18.2% | -5.7% | -24.2% |
| All | +48.8% | +368.4% | -319.6% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling