+807.8%
CCL vs PCG
+103.4%
+704.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -5.0% | -13.9% | +8.8% | -2.9% |
| 30D | -20.3% | -16.9% | -3.5% | -18.1% |
| 3M | -15.1% | -14.7% | -0.4% | -13.2% |
| 6M | -15.1% | -23.8% | +8.7% | -11.3% |
| YTD | -21.8% | -10.5% | -11.3% | -20.8% |
| 1Y | -24.8% | -5.1% | -19.7% | -24.8% |
| 3Y | +51.9% | -11.6% | +63.5% | +53.1% |
| 5Y | +4.0% | +59.0% | -55.0% | -4.9% |
| 10Y | -42.2% | -75.7% | +33.5% | -38.5% |
| All | +807.8% | +103.4% | +704.4% | +420.6% |
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