-42.6%
CCL vs PGR
+825.1%
-867.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -17.8% | +4.9% | -22.7% | -19.3% |
| 3M | -18.7% | +7.6% | -26.3% | -21.5% |
| 6M | -11.4% | +8.3% | -19.7% | -15.3% |
| YTD | -24.3% | +1.7% | -26.0% | -26.1% |
| 1Y | -28.8% | -6.8% | -22.0% | -28.1% |
| 3Y | +49.3% | +73.4% | -24.1% | +9.4% |
| 5Y | +1.6% | +161.2% | -159.6% | -41.6% |
| All | -42.6% | +825.1% | -867.8% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling