+137.2%
CCL vs PFG
+1,008.7%
-871.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +5.8% | +3.0% | +2.9% | +4.4% |
| 30D | +17.3% | +8.2% | +9.1% | +12.7% |
| 3M | +11.3% | +2.7% | +8.6% | +9.6% |
| 6M | +18.5% | +17.2% | +1.2% | +8.6% |
| YTD | +2.8% | +34.8% | -32.0% | -12.0% |
| 1Y | +16.7% | +43.6% | -26.8% | -3.2% |
| 3Y | +146.0% | +85.4% | +60.6% | +80.6% |
| 5Y | +33.6% | +102.2% | -68.5% | -3.2% |
| 10Y | -29.4% | +190.2% | -219.7% | -53.2% |
| All | +137.2% | +1,008.7% | -871.5% | -27.8% |
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