+35.8%
PCAR vs PFGC
+82.6%
-46.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.9% | +3.4% | +1.5% | +3.8% |
| 30D | -1.4% | +16.9% | -18.3% | -6.3% |
| 3M | -18.1% | +6.4% | -24.5% | -19.9% |
| 6M | -4.0% | +16.0% | -20.0% | -9.0% |
| YTD | -1.5% | +23.6% | -25.1% | -9.6% |
| 1Y | +13.2% | +16.6% | -3.4% | +6.2% |
| 3Y | +35.8% | +82.3% | -46.5% | +10.3% |
| All | +35.8% | +82.6% | -46.8% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling