+250.9%
PM vs CCL
-28.6%
+279.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -6.6% | +5.8% | -12.4% | -7.2% |
| 30D | -3.4% | +17.3% | -20.7% | -5.0% |
| 3M | +5.3% | +11.3% | -6.0% | +4.0% |
| 6M | +15.5% | +18.5% | -2.9% | +13.0% |
| YTD | +24.3% | +2.8% | +21.5% | +22.6% |
| 1Y | +29.7% | +16.7% | +13.0% | +26.2% |
| 3Y | +144.9% | +146.0% | -1.1% | +113.8% |
| 5Y | +159.0% | +33.6% | +125.4% | +132.7% |
| 10Y | +250.9% | -29.4% | +280.4% | +217.3% |
| All | +250.9% | -28.6% | +279.6% | +217.3% |
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