-45.3%
CCL vs PFGC
+409.4%
-454.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +1.4% |
| 30D | -20.0% | -15.8% | -4.2% | -11.4% |
| 3M | -13.7% | -0.6% | -13.1% | -13.7% |
| 6M | -9.0% | +10.7% | -19.7% | -14.6% |
| YTD | -22.8% | +7.6% | -30.5% | -27.1% |
| 1Y | -25.3% | -7.8% | -17.5% | -22.5% |
| 3Y | +54.1% | +63.7% | -9.6% | +12.9% |
| 5Y | +3.5% | +112.3% | -108.8% | -34.1% |
| 10Y | -41.0% | +286.7% | -327.7% | -67.1% |
| All | -45.3% | +409.4% | -454.8% | -70.9% |
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