+30.2%
CCL vs PFGC
+135.8%
-105.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.0% |
| 7D | +3.1% | +10.8% | -7.8% | -5.6% |
| 30D | +17.5% | +17.8% | -0.3% | +2.3% |
| 3M | +6.8% | -2.7% | +9.5% | +8.3% |
| 6M | +18.7% | +20.0% | -1.3% | +0.5% |
| YTD | +3.0% | +24.3% | -21.3% | -16.4% |
| 1Y | +17.7% | +13.2% | +4.5% | +3.4% |
| 3Y | +155.6% | +85.9% | +69.7% | +44.1% |
| 5Y | +30.2% | +141.0% | -110.9% | -44.3% |
| All | +30.2% | +135.8% | -105.6% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling