+49.6%
PFE vs CCL
-27.9%
+77.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.9% |
| 7D | -4.7% | +3.1% | -7.7% | -4.9% |
| 30D | +3.4% | +17.5% | -14.2% | +2.0% |
| 3M | +9.2% | +6.8% | +2.4% | +8.5% |
| 6M | +15.8% | +18.7% | -2.9% | +13.9% |
| YTD | +23.4% | +3.0% | +20.4% | +22.3% |
| 1Y | +25.8% | +17.7% | +8.1% | +23.3% |
| 3Y | +17.8% | +155.6% | -137.8% | +7.2% |
| 5Y | -20.2% | +30.2% | -50.4% | -25.6% |
| 10Y | +49.6% | -28.5% | +78.1% | +49.8% |
| All | +49.6% | -27.9% | +77.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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