+172.3%
PCAR vs PFG
+110.8%
+61.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | -0.5% | +5.5% | -6.0% | -3.3% |
| 30D | -6.2% | +2.4% | -8.6% | -7.5% |
| 3M | +5.9% | +13.6% | -7.7% | -1.3% |
| 6M | +0.4% | +27.9% | -27.5% | -12.1% |
| YTD | +14.8% | +35.6% | -20.7% | -2.7% |
| 1Y | +30.1% | +48.5% | -18.4% | +4.9% |
| 3Y | +66.7% | +66.9% | -0.2% | +25.0% |
| All | +172.3% | +110.8% | +61.5% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling