+285.6%
PCAR vs PFGC
+362.5%
-76.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +3.8% | +15.0% | -11.2% | +0.8% |
| 30D | -2.0% | +17.0% | -19.0% | -5.2% |
| 3M | -19.1% | -2.5% | -16.6% | -18.9% |
| 6M | -6.8% | +19.2% | -26.0% | -10.4% |
| YTD | -2.5% | +23.4% | -25.9% | -7.3% |
| 1Y | +9.7% | +13.9% | -4.2% | +5.9% |
| 3Y | +34.0% | +82.0% | -48.0% | +17.5% |
| 5Y | +113.3% | +128.7% | -15.3% | +76.9% |
| All | +285.6% | +362.5% | -76.9% | +189.1% |
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