+172.3%
PCAR vs PFGC
+111.4%
+60.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | -6.2% | -11.9% | +5.7% | -2.5% |
| 3M | +5.9% | +5.0% | +0.9% | +4.0% |
| 6M | +0.4% | +8.6% | -8.2% | -2.8% |
| YTD | +14.8% | +9.7% | +5.1% | +10.1% |
| 1Y | +30.1% | -6.3% | +36.4% | +31.4% |
| 3Y | +66.7% | +58.2% | +8.4% | +40.7% |
| All | +172.3% | +111.4% | +60.9% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling