+72.5%
CART vs PFG
+60.5%
+12.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | +28.6% | +2.0% | +26.6% | +27.6% |
| 3M | +29.1% | -3.2% | +32.2% | +30.2% |
| 6M | +44.7% | +10.9% | +33.8% | +38.8% |
| YTD | +29.2% | +28.8% | +0.4% | +16.9% |
| 1Y | +66.2% | +39.2% | +27.0% | +45.8% |
| 3Y | +112.8% | +75.0% | +37.8% | +61.2% |
| All | +72.5% | +60.5% | +12.0% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling