+60.6%
PFE vs CPRT
+398.2%
-337.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -3.7% | +6.0% | -9.7% | -4.9% |
| 30D | +5.0% | +20.0% | -15.1% | +1.0% |
| 3M | +12.2% | +10.1% | +2.0% | +9.5% |
| 6M | +14.6% | -4.3% | +18.9% | +14.9% |
| YTD | +24.1% | -18.4% | +42.5% | +28.5% |
| 1Y | +26.6% | -20.1% | +46.6% | +31.5% |
| 3Y | +14.3% | -30.4% | +44.7% | +20.7% |
| 5Y | -21.9% | -17.0% | -4.9% | -22.5% |
| All | +60.6% | +398.2% | -337.6% | +2.1% |
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