-27.2%
CCL vs PFG
+49.2%
-76.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.7% |
| 7D | -4.3% | -3.0% | -1.3% | -2.0% |
| 30D | -19.0% | +2.5% | -21.4% | -20.7% |
| 3M | -13.1% | +6.1% | -19.2% | -18.1% |
| 6M | -13.3% | +31.3% | -44.6% | -33.2% |
| YTD | -25.2% | +33.6% | -58.8% | -42.1% |
| 1Y | -27.2% | +48.5% | -75.7% | -45.9% |
| All | -27.2% | +49.2% | -76.4% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling