-75.2%
PCG vs CCI
+17.2%
-92.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | -15.1% | +0.5% | -15.6% | -15.4% |
| 3M | -9.8% | -16.3% | +6.5% | -2.8% |
| 6M | -18.0% | -13.9% | -4.1% | -13.2% |
| YTD | -7.2% | -12.4% | +5.2% | -3.1% |
| 1Y | +2.9% | -15.2% | +18.0% | +8.9% |
| 3Y | -11.1% | -9.9% | -1.2% | -11.5% |
| 5Y | +61.8% | -50.8% | +112.6% | +117.7% |
| 10Y | -75.2% | +18.3% | -93.4% | -78.9% |
| All | -75.2% | +17.2% | -92.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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