+32.9%
PFE vs CCL
-41.5%
+74.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -2.7% | -0.1% | -2.5% | -2.6% |
| 30D | +3.8% | -20.0% | +23.8% | +5.7% |
| 3M | +10.4% | -13.7% | +24.0% | +11.5% |
| 6M | +6.3% | -9.0% | +15.3% | +6.6% |
| YTD | +17.4% | -22.8% | +40.2% | +19.1% |
| 1Y | +21.1% | -25.3% | +46.4% | +23.0% |
| 3Y | -1.6% | +54.1% | -55.7% | -6.9% |
| 5Y | -22.2% | +3.5% | -25.6% | -26.2% |
| 10Y | +32.9% | -41.0% | +73.9% | +32.4% |
| All | +32.9% | -41.5% | +74.4% | +32.4% |
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