+359.1%
PCAR vs PFGC
+273.4%
+85.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | 0.0% | -2.4% | +2.5% | +0.5% |
| 30D | -7.7% | -15.8% | +8.0% | -4.5% |
| 3M | +3.7% | -0.6% | +4.3% | +3.7% |
| 6M | +2.3% | +10.7% | -8.4% | 0.0% |
| YTD | +12.8% | +7.6% | +5.2% | +10.5% |
| 1Y | +27.8% | -7.8% | +35.6% | +29.0% |
| 3Y | +61.8% | +63.7% | -1.9% | +45.2% |
| 5Y | +168.2% | +112.3% | +55.9% | +126.5% |
| 10Y | +359.1% | +286.7% | +72.4% | +252.6% |
| All | +359.1% | +273.4% | +85.7% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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