+3.5%
CCL vs PCG
+61.3%
-57.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -5.0% | -3.0% |
| 7D | -0.1% | +5.4% | -5.5% | -2.8% |
| 30D | -20.0% | -15.1% | -4.9% | -14.9% |
| 3M | -13.7% | -9.8% | -3.8% | -11.3% |
| 6M | -9.0% | -18.0% | +9.0% | -1.8% |
| YTD | -22.8% | -7.2% | -15.6% | -22.4% |
| 1Y | -25.3% | +2.9% | -28.2% | -29.8% |
| 3Y | +54.1% | -11.1% | +65.2% | +51.4% |
| 5Y | +3.5% | +61.8% | -58.3% | -27.4% |
| All | +3.5% | +61.3% | -57.8% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling