+146.7%
PM vs CPRT
-33.6%
+180.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -7.1% | -1.4% | -5.7% | -7.0% |
| 30D | -2.8% | +21.5% | -24.3% | -4.4% |
| 3M | +6.3% | +9.4% | -3.1% | +5.3% |
| 6M | +9.6% | -3.3% | +13.0% | +9.3% |
| YTD | +25.6% | -17.8% | +43.4% | +26.2% |
| 1Y | +29.7% | -22.2% | +51.8% | +30.8% |
| All | +146.7% | -33.6% | +180.3% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling