+250.9%
PM vs CPRT
+382.0%
-131.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -6.6% | +4.0% | -10.6% | -7.4% |
| 30D | -3.4% | +18.2% | -21.7% | -6.9% |
| 3M | +5.3% | +9.2% | -3.8% | +2.9% |
| 6M | +15.5% | -4.8% | +20.4% | +15.9% |
| YTD | +24.3% | -17.5% | +41.8% | +28.1% |
| 1Y | +29.7% | -22.0% | +51.7% | +35.4% |
| 3Y | +144.9% | -33.7% | +178.6% | +160.4% |
| 5Y | +159.0% | -15.0% | +174.0% | +154.1% |
| 10Y | +250.9% | +385.2% | -134.2% | +154.5% |
| All | +250.9% | +382.0% | -131.1% | +154.5% |
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 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