+80.5%
CCL vs PFG
+1,015.3%
-934.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.9% |
| 7D | -5.0% | +5.5% | -10.6% | -7.9% |
| 30D | -20.3% | +2.4% | -22.7% | -21.5% |
| 3M | -15.1% | +13.6% | -28.7% | -21.0% |
| 6M | -15.1% | +27.9% | -43.0% | -25.3% |
| YTD | -21.8% | +35.6% | -57.3% | -33.2% |
| 1Y | -24.8% | +48.5% | -73.3% | -38.9% |
| 3Y | +51.9% | +66.9% | -15.0% | +17.9% |
| 5Y | +4.0% | +111.0% | -106.9% | -26.2% |
| 10Y | -42.2% | +244.5% | -286.7% | -64.1% |
| All | +80.5% | +1,015.3% | -934.8% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling