+1,047.9%
CCL vs PCG
+85.2%
+962.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.8% |
| 7D | +3.1% | -1.6% | +4.7% | +3.5% |
| 30D | +13.7% | +1.4% | +12.3% | +13.4% |
| 3M | +3.8% | -23.4% | +27.2% | +8.4% |
| 6M | +9.3% | -19.4% | +28.6% | +12.8% |
| YTD | -1.1% | -18.5% | +17.4% | +1.9% |
| 1Y | +14.6% | -19.5% | +34.1% | +18.2% |
| 3Y | +146.4% | -21.0% | +167.4% | +153.9% |
| 5Y | +21.9% | +13.7% | +8.1% | +18.1% |
| 10Y | -29.4% | -77.2% | +47.7% | -24.1% |
| All | +1,047.9% | +85.2% | +962.7% | +569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling