-23.8%
PFE vs CCL
+32.6%
-56.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +0.3% | +13.1% | -12.8% | -0.4% |
| 3M | +9.4% | +3.4% | +6.0% | +9.1% |
| 6M | +14.9% | +18.7% | -3.8% | +13.5% |
| YTD | +23.8% | -2.3% | +26.1% | +23.3% |
| 1Y | +19.5% | +14.2% | +5.3% | +18.0% |
| 3Y | +21.0% | +133.6% | -112.5% | +15.1% |
| All | -23.8% | +32.6% | -56.4% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling