+150.0%
PM vs CCL
+136.4%
+13.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | -3.2% | +13.1% | -16.3% | -3.2% |
| 3M | +6.2% | +3.4% | +2.8% | +6.3% |
| 6M | +7.7% | +18.7% | -11.0% | +7.6% |
| YTD | +27.3% | -2.3% | +29.5% | +27.4% |
| 1Y | +32.8% | +14.2% | +18.6% | +32.6% |
| 3Y | +150.0% | +133.6% | +16.4% | +149.9% |
| All | +150.0% | +136.4% | +13.7% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling