+0.1%
CARR vs PFGC
+59.5%
-59.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.8% |
| 7D | -4.1% | -4.8% | +0.7% | -2.4% |
| 30D | -11.0% | -17.2% | +6.2% | -5.0% |
| 3M | -16.4% | -6.3% | -10.0% | -15.0% |
| 6M | -2.4% | +8.8% | -11.2% | -6.4% |
| YTD | +8.4% | +4.9% | +3.5% | +4.4% |
| 1Y | -8.0% | -9.5% | +1.5% | -6.1% |
| All | +0.1% | +59.5% | -59.4% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling