-41.7%
CCL vs PFG
+239.8%
-281.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.2% |
| 7D | -4.4% | +3.2% | -7.6% | -8.1% |
| 30D | -18.2% | +0.9% | -19.1% | -19.5% |
| 3M | -17.7% | +7.7% | -25.4% | -25.0% |
| 6M | -13.0% | +29.0% | -42.0% | -34.0% |
| YTD | -24.5% | +32.5% | -56.9% | -44.4% |
| 1Y | -26.9% | +47.3% | -74.2% | -52.3% |
| 3Y | +50.8% | +68.2% | -17.5% | -15.3% |
| 5Y | -0.9% | +108.5% | -109.4% | -56.0% |
| 10Y | -41.7% | +241.4% | -283.0% | -83.5% |
| All | -41.7% | +239.8% | -281.4% | -83.5% |
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