+295.0%
PCAR vs PFG
+189.4%
+105.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.0% |
| 7D | +2.2% | -2.2% | +4.4% | +3.3% |
| 30D | +0.3% | +6.4% | -6.0% | -2.6% |
| 3M | -17.9% | +2.2% | -20.2% | -19.0% |
| 6M | -3.4% | +16.3% | -19.7% | -10.7% |
| YTD | -0.1% | +33.2% | -33.3% | -13.8% |
| 1Y | +13.4% | +40.6% | -27.2% | -4.7% |
| 3Y | +37.2% | +83.3% | -46.1% | +0.3% |
| 5Y | +117.3% | +97.7% | +19.6% | +49.9% |
| 10Y | +295.0% | +189.9% | +105.1% | +103.5% |
| All | +295.0% | +189.4% | +105.6% | +103.5% |
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