+145.2%
CCL vs PCG
-20.2%
+165.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | +16.5% | -0.5% | +16.9% | +16.7% |
| 3M | +11.2% | -24.0% | +35.2% | +20.1% |
| 6M | +22.6% | -18.6% | +41.2% | +28.6% |
| YTD | +2.6% | -17.7% | +20.3% | +7.4% |
| 1Y | +17.0% | -20.0% | +37.0% | +23.7% |
| All | +145.2% | -20.2% | +165.4% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 3y: compounded portfolio wealth divided by compounded PCG 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…
3y analysis · Full analysis span regression · 6 months rolling