-1.8%
CARR vs PFGC
+12.5%
-14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.5% | -13.0% | -2.3% |
| 7D | -0.7% | +13.9% | -14.5% | -3.6% |
| 30D | +0.3% | +18.4% | -18.0% | -3.7% |
| 3M | -14.9% | -2.5% | -12.4% | -14.3% |
| 6M | -14.9% | +26.0% | -40.9% | -21.0% |
| YTD | +7.0% | +21.9% | -14.8% | -2.5% |
| 1Y | -1.8% | +13.4% | -15.1% | -7.0% |
| All | -1.8% | +12.5% | -14.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling