+22.4%
CCI vs PFGC
+292.9%
-270.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -0.3% | -4.8% | +4.5% | +0.2% |
| 30D | +2.2% | -12.5% | +14.8% | +3.6% |
| 3M | -16.9% | -9.7% | -7.2% | -16.1% |
| 6M | -11.5% | +7.0% | -18.6% | -12.3% |
| YTD | -12.8% | +4.5% | -17.3% | -13.5% |
| 1Y | -17.1% | -11.6% | -5.5% | -16.3% |
| 3Y | -9.6% | +58.5% | -68.1% | -14.4% |
| 5Y | -48.9% | +112.6% | -161.5% | -53.3% |
| All | +22.4% | +292.9% | -270.5% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling