+4.9%
CCL vs PFGC
+114.5%
-109.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.6% |
| 7D | -5.0% | -2.2% | -2.8% | -3.3% |
| 30D | -20.3% | -11.9% | -8.4% | -12.0% |
| 3M | -15.1% | +5.0% | -20.1% | -19.4% |
| 6M | -15.1% | +8.6% | -23.7% | -21.3% |
| YTD | -21.8% | +9.7% | -31.5% | -29.4% |
| 1Y | -24.8% | -6.3% | -18.5% | -22.5% |
| 3Y | +51.9% | +58.2% | -6.4% | -1.8% |
| All | +4.9% | +114.5% | -109.6% | -51.6% |
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