+1,824.6%
PFE vs CPRT
+22,620.0%
-20,795.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.7% | +6.0% | -9.7% | -4.4% |
| 30D | +5.0% | +20.0% | -15.1% | +2.6% |
| 3M | +12.2% | +10.1% | +2.0% | +10.6% |
| 6M | +14.6% | -4.3% | +18.9% | +14.7% |
| YTD | +24.1% | -18.4% | +42.5% | +26.6% |
| 1Y | +26.6% | -20.1% | +46.6% | +29.3% |
| 3Y | +14.3% | -30.4% | +44.7% | +18.1% |
| 5Y | -21.9% | -17.0% | -4.9% | -21.7% |
| 10Y | +62.6% | +403.2% | -340.6% | +31.3% |
| All | +1,824.6% | +22,620.0% | -20,795.4% | +1,092.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling