+1,761.1%
CLS vs PCG
-76.4%
+1,837.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | -13.9% | -0.5% | -13.4% | -13.8% |
| 30D | -38.2% | +0.8% | -38.9% | -38.2% |
| 3M | -28.8% | -22.0% | -6.8% | -26.8% |
| 6M | -40.4% | -17.1% | -23.3% | -39.3% |
| YTD | -24.3% | -16.9% | -7.4% | -23.1% |
| 1Y | -35.0% | -19.1% | -16.0% | -33.8% |
| 3Y | +778.7% | -19.4% | +798.1% | +790.3% |
| 5Y | +1,884.8% | +9.0% | +1,875.8% | +1,832.7% |
| 10Y | +1,761.1% | -76.2% | +1,837.3% | +1,677.8% |
| All | +1,761.1% | -76.4% | +1,837.5% | +1,677.8% |
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