+67.1%
CCI vs PFG
+182.5%
-115.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +12.7% | +5.0% | +7.8% | +11.4% |
| 3M | +23.0% | +0.1% | +23.0% | +22.7% |
| 6M | +0.6% | +13.8% | -13.2% | -2.7% |
| YTD | +4.9% | +31.2% | -26.4% | -2.3% |
| 1Y | +0.7% | +37.1% | -36.4% | -7.3% |
| 3Y | +10.2% | +80.6% | -70.4% | -6.7% |
| 5Y | -36.4% | +93.7% | -130.1% | -47.4% |
| All | +67.1% | +182.5% | -115.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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