-34.0%
CCL vs PFG
+184.0%
-218.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.9% |
| 7D | -1.2% | +2.4% | -3.6% | -3.6% |
| 30D | +13.1% | +5.9% | +7.3% | +6.8% |
| 3M | +3.4% | -0.4% | +3.8% | +3.0% |
| 6M | +18.7% | +14.8% | +3.9% | +0.9% |
| YTD | -2.3% | +31.9% | -34.2% | -28.0% |
| 1Y | +14.2% | +38.8% | -24.6% | -20.5% |
| 3Y | +133.6% | +82.4% | +51.2% | +19.3% |
| 5Y | +33.5% | +94.7% | -61.2% | -36.3% |
| All | -34.0% | +184.0% | -218.0% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling