+115.2%
PCAR vs PFG
+92.7%
+22.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +4.9% | +2.4% | +2.6% | +3.7% |
| 30D | -1.4% | +5.9% | -7.3% | -4.2% |
| 3M | -18.1% | -0.4% | -17.7% | -18.1% |
| 6M | -4.0% | +14.8% | -18.9% | -11.1% |
| YTD | -1.5% | +31.9% | -33.4% | -15.4% |
| 1Y | +13.2% | +38.8% | -25.6% | -5.3% |
| 3Y | +35.8% | +82.4% | -46.6% | -2.4% |
| All | +115.2% | +92.7% | +22.5% | +45.2% |
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