-34.0%
CCL vs PFGC
+351.0%
-385.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | -1.2% | +3.4% | -4.6% | -3.2% |
| 30D | +13.1% | +16.9% | -3.8% | +2.1% |
| 3M | +3.4% | +6.4% | -3.0% | -1.0% |
| 6M | +18.7% | +16.0% | +2.7% | +7.0% |
| YTD | -2.3% | +23.6% | -25.9% | -16.0% |
| 1Y | +14.2% | +16.6% | -2.4% | +1.9% |
| 3Y | +133.6% | +82.3% | +51.3% | +56.8% |
| 5Y | +33.5% | +138.7% | -105.2% | -23.4% |
| All | -34.0% | +351.0% | -385.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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