+436.5%
CARR vs PFG
+452.8%
-16.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +3.2% | +6.0% | -2.7% | +0.3% |
| 30D | -7.7% | +2.2% | -9.9% | -8.7% |
| 3M | -11.9% | +10.4% | -22.3% | -16.7% |
| 6M | +2.0% | +27.8% | -25.8% | -10.4% |
| YTD | +13.2% | +33.6% | -20.5% | -3.0% |
| 1Y | -8.5% | +49.3% | -57.8% | -26.0% |
| 3Y | +5.0% | +69.7% | -64.8% | -21.1% |
| 5Y | +12.0% | +111.3% | -99.4% | -24.5% |
| All | +436.5% | +452.8% | -16.3% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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