+56.6%
CART vs PFG
+44.5%
+12.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.3% | +3.0% | -2.7% | -0.4% |
| 30D | +22.4% | +8.2% | +14.3% | +20.0% |
| 3M | +15.6% | +2.7% | +13.0% | +14.9% |
| 6M | +44.9% | +17.2% | +27.7% | +38.0% |
| YTD | +30.0% | +34.8% | -4.8% | +19.5% |
| 1Y | +56.6% | +43.6% | +13.1% | +38.5% |
| All | +56.6% | +44.5% | +12.2% | +38.5% |
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