-27.2%
CCL vs PFGC
+484.2%
-511.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +5.8% | +15.0% | -9.2% | -3.1% |
| 30D | +17.3% | +17.0% | +0.3% | +6.2% |
| 3M | +11.3% | -2.5% | +13.8% | +12.3% |
| 6M | +18.5% | +19.2% | -0.7% | +5.4% |
| YTD | +2.8% | +23.4% | -20.6% | -10.9% |
| 1Y | +16.7% | +13.9% | +2.9% | +6.3% |
| 3Y | +146.0% | +82.0% | +64.0% | +68.6% |
| 5Y | +33.6% | +128.7% | -95.0% | -19.1% |
| 10Y | -29.4% | +361.5% | -391.0% | -64.0% |
| All | -27.2% | +484.2% | -511.4% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling