-15.1%
CCL vs PFG
+27.7%
-42.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +1.5% |
| 7D | -5.0% | +5.5% | -10.6% | -9.9% |
| 30D | -20.3% | +2.4% | -22.7% | -21.9% |
| 3M | -15.1% | +13.6% | -28.7% | -29.7% |
| 6M | -15.1% | +27.9% | -43.0% | -44.0% |
| All | -15.1% | +27.7% | -42.8% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling