-27.0%
CCL vs PFGC
+488.3%
-515.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.7% |
| 7D | +3.1% | +10.8% | -7.8% | -3.5% |
| 30D | +17.5% | +17.8% | -0.3% | +6.0% |
| 3M | +6.8% | -2.7% | +9.5% | +8.0% |
| 6M | +18.7% | +20.0% | -1.3% | +5.2% |
| YTD | +3.0% | +24.3% | -21.3% | -11.1% |
| 1Y | +17.7% | +13.2% | +4.5% | +7.5% |
| 3Y | +155.6% | +85.9% | +69.7% | +73.0% |
| 5Y | +30.2% | +141.0% | -110.9% | -23.6% |
| 10Y | -28.5% | +370.6% | -399.1% | -63.7% |
| All | -27.0% | +488.3% | -515.3% | -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