+425.9%
CARR vs PFGC
+738.1%
-312.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +0.6% | -3.7% | +4.4% | +1.6% |
| 30D | -8.7% | -16.0% | +7.3% | -4.5% |
| 3M | -18.4% | -4.1% | -14.2% | -17.7% |
| 6M | -0.6% | +8.7% | -9.3% | -3.1% |
| YTD | +10.9% | +6.4% | +4.6% | +8.3% |
| 1Y | -7.3% | -8.4% | +1.1% | -6.1% |
| 3Y | +2.9% | +61.8% | -58.9% | -10.3% |
| 5Y | +9.6% | +108.7% | -99.1% | -11.2% |
| All | +425.9% | +738.1% | -312.2% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling