+2,029.3%
CLS vs PCG
-76.5%
+2,105.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +23.5% | -2.0% | +25.5% | +23.8% |
| 30D | -28.9% | -2.7% | -26.2% | -28.7% |
| 3M | -25.2% | -25.1% | -0.1% | -22.7% |
| 6M | -32.1% | -22.3% | -9.8% | -30.3% |
| YTD | -14.1% | -18.5% | +4.4% | -12.5% |
| 1Y | -24.1% | -21.8% | -2.2% | -22.3% |
| 3Y | +897.0% | -21.0% | +918.0% | +912.6% |
| 5Y | +2,089.9% | +8.1% | +2,081.8% | +2,034.8% |
| All | +2,029.3% | -76.5% | +2,105.8% | +1,941.5% |
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 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