+51.5%
CART vs PFGC
+60.8%
-9.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | +12.6% | -11.9% | +24.6% | +15.1% |
| 3M | +23.1% | +5.0% | +18.1% | +22.0% |
| 6M | +39.5% | +8.6% | +30.9% | +36.8% |
| YTD | +13.5% | +9.7% | +3.9% | +10.0% |
| 1Y | +14.9% | -6.3% | +21.2% | +17.2% |
| All | +51.5% | +60.8% | -9.2% | +23.4% |
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