+73.5%
CART vs PFG
+63.5%
+10.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +17.8% | +5.0% | +12.8% | +15.7% |
| 3M | +20.7% | +0.1% | +20.6% | +20.4% |
| 6M | +49.7% | +13.8% | +35.9% | +42.2% |
| YTD | +30.0% | +31.2% | -1.2% | +16.9% |
| 1Y | +48.4% | +37.1% | +11.3% | +31.0% |
| 3Y | +132.0% | +80.6% | +51.4% | +73.6% |
| All | +73.5% | +63.5% | +10.0% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling