+293.0%
PCAR vs PFGC
+360.0%
-67.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +2.9% |
| 7D | +2.9% | +10.8% | -7.9% | +0.7% |
| 30D | -2.1% | +17.8% | -19.9% | -5.5% |
| 3M | -20.4% | -2.7% | -17.6% | -20.1% |
| 6M | -7.0% | +20.0% | -27.0% | -10.7% |
| YTD | -2.6% | +24.3% | -26.9% | -7.6% |
| 1Y | +9.8% | +13.2% | -3.4% | +6.2% |
| 3Y | +37.3% | +85.9% | -48.7% | +19.9% |
| 5Y | +116.4% | +141.0% | -24.6% | +77.8% |
| 10Y | +293.0% | +370.6% | -77.7% | +194.3% |
| All | +293.0% | +360.0% | -67.0% | +194.3% |
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