+10.7%
CARR vs PFGC
+110.3%
-99.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | -3.8% | -4.8% | +1.0% | -2.1% |
| 30D | -8.9% | -12.5% | +3.6% | -4.6% |
| 3M | -17.3% | -9.7% | -7.6% | -14.7% |
| 6M | -1.4% | +7.0% | -8.4% | -4.4% |
| YTD | +10.0% | +4.5% | +5.5% | +6.8% |
| 1Y | -6.4% | -11.6% | +5.2% | -3.6% |
| 3Y | +1.5% | +58.5% | -56.9% | -16.4% |
| All | +10.7% | +110.3% | -99.6% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling