+439.9%
PCAR vs PFGC
+419.1%
+20.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | -6.2% | -11.9% | +5.7% | -3.9% |
| 3M | +5.9% | +5.0% | +0.9% | +4.7% |
| 6M | +0.4% | +8.6% | -8.2% | -1.5% |
| YTD | +14.8% | +9.7% | +5.1% | +12.0% |
| 1Y | +30.1% | -6.3% | +36.4% | +30.9% |
| 3Y | +66.7% | +58.2% | +8.4% | +50.6% |
| 5Y | +166.1% | +110.4% | +55.7% | +124.9% |
| 10Y | +353.7% | +272.8% | +80.9% | +237.2% |
| All | +439.9% | +419.1% | +20.8% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling