+62.4%
CART vs PFGC
+12.5%
+49.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.5% | -12.0% | +2.1% |
| 7D | +1.4% | +13.9% | -12.5% | +1.9% |
| 30D | +29.7% | +18.4% | +11.3% | +30.5% |
| 3M | +29.7% | -2.5% | +32.3% | +28.1% |
| 6M | +36.8% | +26.0% | +10.8% | +41.5% |
| YTD | +31.7% | +21.9% | +9.8% | +36.0% |
| 1Y | +62.4% | +13.4% | +49.0% | +72.9% |
| All | +62.4% | +12.5% | +49.9% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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