+34.0%
CCL vs PCG
+6.9%
+27.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | -0.3% | -2.0% | +1.6% | +0.7% |
| 30D | +10.3% | -2.7% | +13.0% | +11.9% |
| 3M | +6.6% | -25.1% | +31.6% | +20.7% |
| 6M | +20.0% | -22.3% | +42.3% | +32.5% |
| YTD | -1.9% | -18.5% | +16.6% | +4.9% |
| 1Y | +10.4% | -21.8% | +32.3% | +20.6% |
| 3Y | +134.8% | -21.0% | +155.9% | +142.8% |
| 5Y | +34.0% | +8.1% | +25.9% | -3.5% |
| All | +34.0% | +6.9% | +27.1% | -3.5% |
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