+73.5%
CART vs PFGC
+81.0%
-7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.3% | +15.0% | -14.7% | -2.3% |
| 30D | +22.4% | +17.0% | +5.4% | +18.8% |
| 3M | +15.6% | -2.5% | +18.1% | +15.8% |
| 6M | +44.9% | +19.2% | +25.7% | +39.8% |
| YTD | +30.0% | +23.4% | +6.5% | +23.1% |
| 1Y | +56.6% | +13.9% | +42.8% | +52.3% |
| 3Y | +131.9% | +82.0% | +49.9% | +80.9% |
| All | +73.5% | +81.0% | -7.5% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling