+1,914.6%
CLS vs PCG
-76.0%
+1,990.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -5.7% |
| 7D | +16.3% | +2.2% | +14.1% | +15.9% |
| 30D | -25.7% | +0.8% | -26.4% | -25.7% |
| 3M | -30.9% | -23.8% | -7.1% | -28.8% |
| 6M | -35.5% | -19.6% | -15.9% | -34.1% |
| YTD | -18.7% | -16.7% | -2.0% | -17.5% |
| 1Y | -17.9% | -19.4% | +1.5% | -16.4% |
| 3Y | +838.1% | -18.3% | +856.4% | +848.5% |
| 5Y | +1,971.9% | +10.4% | +1,961.5% | +1,914.0% |
| All | +1,914.6% | -76.0% | +1,990.6% | +1,825.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling