+3,201.3%
PCAR vs PFG
+960.1%
+2,241.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | -4.6% | +2.0% | -6.6% | -5.4% |
| 3M | -22.6% | -3.2% | -19.4% | -21.6% |
| 6M | -12.0% | +10.9% | -22.9% | -16.3% |
| YTD | -6.1% | +28.8% | -34.9% | -16.5% |
| 1Y | +6.3% | +39.2% | -32.8% | -8.6% |
| 3Y | +31.8% | +75.0% | -43.3% | +1.7% |
| 5Y | +104.2% | +91.9% | +12.2% | +48.8% |
| 10Y | +302.9% | +202.3% | +100.6% | +125.4% |
| All | +3,201.3% | +960.1% | +2,241.2% | +779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling