+62.4%
CART vs PFG
+46.8%
+15.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.6% | +0.6% |
| 7D | +1.4% | +4.9% | -3.5% | +0.2% |
| 30D | +29.7% | +5.7% | +24.0% | +27.9% |
| 3M | +29.7% | +2.6% | +27.2% | +28.9% |
| 6M | +36.8% | +19.8% | +17.0% | +29.9% |
| YTD | +31.7% | +36.3% | -4.6% | +21.5% |
| 1Y | +62.4% | +47.9% | +14.5% | +44.8% |
| All | +62.4% | +46.8% | +15.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling