-41.7%
CCL vs PFGC
+287.3%
-329.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | -4.4% | -3.7% | -0.7% | -2.0% |
| 30D | -18.2% | -16.0% | -2.2% | -8.9% |
| 3M | -17.7% | -4.1% | -13.6% | -15.9% |
| 6M | -13.0% | +8.7% | -21.7% | -17.7% |
| YTD | -24.5% | +6.4% | -30.8% | -28.3% |
| 1Y | -26.9% | -8.4% | -18.6% | -23.8% |
| 3Y | +50.8% | +61.8% | -11.0% | +9.6% |
| 5Y | -0.9% | +108.7% | -109.6% | -37.8% |
| 10Y | -41.7% | +298.1% | -339.8% | -68.2% |
| All | -41.7% | +287.3% | -329.0% | -68.2% |
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