+35.6%
PFE vs CPRT
+426.9%
-391.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | +2.2% | -0.5% | +1.2% |
| 30D | +10.2% | +16.6% | -6.4% | +6.5% |
| 3M | +12.7% | +9.6% | +3.1% | +10.1% |
| 6M | +10.5% | -11.1% | +21.7% | +12.8% |
| YTD | +20.2% | -13.9% | +34.0% | +23.3% |
| 1Y | +24.1% | -32.5% | +56.6% | +34.2% |
| 3Y | -3.6% | -25.0% | +21.5% | +0.3% |
| 5Y | -20.9% | -7.4% | -13.5% | -23.5% |
| All | +35.6% | +426.9% | -391.3% | -20.0% |
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 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