+146.4%
CCL vs PCG
-21.6%
+168.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.1% |
| 7D | +3.1% | -1.6% | +4.7% | +3.7% |
| 30D | +13.7% | +1.4% | +12.3% | +13.3% |
| 3M | +3.8% | -23.4% | +27.2% | +11.7% |
| 6M | +9.3% | -19.4% | +28.6% | +15.0% |
| YTD | -1.1% | -18.5% | +17.4% | +3.8% |
| 1Y | +14.6% | -19.5% | +34.1% | +20.8% |
| 3Y | +146.4% | -21.0% | +167.4% | +142.3% |
| All | +146.4% | -21.6% | +168.0% | +142.3% |
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