+111.6%
CART vs PFG
+75.1%
+36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +27.1% | +2.8% | +24.3% | +25.8% |
| 3M | +27.4% | -1.0% | +28.5% | +27.6% |
| 6M | +32.1% | +13.6% | +18.5% | +25.9% |
| YTD | +28.5% | +31.1% | -2.6% | +16.1% |
| 1Y | +58.8% | +43.8% | +15.0% | +38.6% |
| All | +111.6% | +75.1% | +36.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling