+359.1%
PCAR vs PFG
+239.4%
+119.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | 0.0% | +6.0% | -6.0% | -2.9% |
| 30D | -7.7% | +2.2% | -9.9% | -8.9% |
| 3M | +3.7% | +10.4% | -6.7% | -1.6% |
| 6M | +2.3% | +27.8% | -25.5% | -9.8% |
| YTD | +12.8% | +33.6% | -20.8% | -2.8% |
| 1Y | +27.8% | +49.3% | -21.5% | +4.0% |
| 3Y | +61.8% | +69.7% | -7.9% | +22.5% |
| 5Y | +168.2% | +111.3% | +56.9% | +78.9% |
| 10Y | +359.1% | +240.3% | +118.8% | +111.8% |
| All | +359.1% | +239.4% | +119.6% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling