-21.5%
PFE vs CPRT
-17.4%
-4.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.7% | +6.0% | -9.7% | -4.5% |
| 30D | +5.0% | +20.0% | -15.1% | +2.3% |
| 3M | +12.2% | +10.1% | +2.0% | +10.4% |
| 6M | +14.6% | -4.3% | +18.9% | +14.8% |
| YTD | +24.1% | -18.4% | +42.5% | +27.2% |
| 1Y | +26.6% | -20.1% | +46.6% | +30.0% |
| 3Y | +14.3% | -30.4% | +44.7% | +18.8% |
| All | -21.5% | -17.4% | -4.0% | -31.5% |
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