+3,280.0%
PFE vs CCL
+813.5%
+2,466.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -5.0% | +6.8% | +2.5% |
| 30D | +10.2% | -20.3% | +30.6% | +13.9% |
| 3M | +12.7% | -15.1% | +27.8% | +15.1% |
| 6M | +10.5% | -15.1% | +25.6% | +12.3% |
| YTD | +20.2% | -21.8% | +41.9% | +23.2% |
| 1Y | +24.1% | -24.8% | +48.9% | +27.5% |
| 3Y | -3.6% | +51.9% | -55.4% | -13.7% |
| 5Y | -20.9% | +4.0% | -24.9% | -29.7% |
| 10Y | +35.8% | -42.2% | +78.1% | +15.6% |
| All | +3,280.0% | +813.5% | +2,466.5% | +1,440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling