-50.8%
CCI vs PFG
+110.7%
-161.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +0.2% | +6.0% | -5.8% | -1.5% |
| 30D | +0.5% | +2.2% | -1.7% | -0.2% |
| 3M | -16.3% | +10.4% | -26.6% | -18.6% |
| 6M | -13.9% | +27.8% | -41.7% | -19.7% |
| YTD | -12.4% | +33.6% | -46.1% | -19.5% |
| 1Y | -15.2% | +49.3% | -64.5% | -24.6% |
| 3Y | -9.9% | +69.7% | -79.6% | -25.1% |
| 5Y | -50.8% | +111.3% | -162.2% | -60.2% |
| All | -50.8% | +110.7% | -161.5% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling