-23.1%
PFE vs CPRT
-15.6%
-7.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | +5.2% | +21.5% | -16.3% | +2.3% |
| 3M | +12.2% | +9.4% | +2.8% | +10.6% |
| 6M | +17.8% | -3.3% | +21.1% | +17.9% |
| YTD | +26.2% | -17.8% | +44.0% | +29.2% |
| 1Y | +23.2% | -22.2% | +45.4% | +27.1% |
| 3Y | +21.3% | -34.0% | +55.3% | +27.2% |
| 5Y | -23.1% | -15.4% | -7.6% | -32.1% |
| All | -23.1% | -15.6% | -7.5% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling