+79.6%
CCI vs PFGC
+485.3%
-405.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.4% | +1.5% | -4.9% | -3.5% |
| 30D | +9.9% | +17.4% | -7.5% | +8.0% |
| 3M | +22.7% | -2.4% | +25.1% | +22.8% |
| 6M | +0.8% | +18.2% | -17.4% | -1.1% |
| YTD | +4.1% | +23.7% | -19.5% | +1.5% |
| 1Y | -0.6% | +15.0% | -15.6% | -2.4% |
| 3Y | +9.4% | +82.3% | -72.9% | +2.0% |
| 5Y | -36.8% | +131.9% | -168.8% | -43.0% |
| 10Y | +65.4% | +353.0% | -287.6% | +41.7% |
| All | +79.6% | +485.3% | -405.8% | +48.9% |
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