+295.0%
PCAR vs PFGC
+363.4%
-68.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +0.3% | +17.4% | -17.1% | -3.0% |
| 3M | -17.9% | -2.4% | -15.5% | -17.7% |
| 6M | -3.4% | +18.2% | -21.6% | -7.0% |
| YTD | -0.1% | +23.7% | -23.8% | -5.1% |
| 1Y | +13.4% | +15.0% | -1.5% | +9.4% |
| 3Y | +37.2% | +82.3% | -45.1% | +20.3% |
| 5Y | +117.3% | +131.9% | -14.6% | +79.8% |
| 10Y | +295.0% | +353.0% | -58.0% | +196.0% |
| All | +295.0% | +363.4% | -68.4% | +196.0% |
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