-29.6%
CLS vs PCG
-14.1%
-15.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.8% | -9.9% | -9.1% |
| 7D | -21.1% | +1.9% | -23.0% | -21.3% |
| 30D | -38.2% | +8.5% | -46.7% | -38.4% |
| 3M | -36.3% | -22.9% | -13.4% | -36.9% |
| 6M | -43.8% | -16.8% | -27.1% | -43.6% |
| YTD | -20.0% | -15.8% | -4.2% | -13.2% |
| 1Y | -29.6% | -16.0% | -13.6% | -16.5% |
| All | -29.6% | -14.1% | -15.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling