+56.1%
CCL vs PFGC
+65.1%
-9.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.5% |
| 7D | -5.0% | -2.2% | -2.8% | -3.5% |
| 30D | -20.3% | -11.9% | -8.4% | -13.1% |
| 3M | -15.1% | +5.0% | -20.1% | -19.0% |
| 6M | -15.1% | +8.6% | -23.7% | -20.9% |
| YTD | -21.8% | +9.7% | -31.5% | -28.7% |
| 1Y | -24.8% | -6.3% | -18.5% | -22.6% |
| All | +56.1% | +65.1% | -9.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling