-35.3%
CLS vs PCG
-19.4%
-15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.5% | +7.7% |
| 7D | -10.6% | -1.1% | -9.5% | -10.5% |
| 30D | -38.4% | +0.1% | -38.5% | -38.4% |
| 3M | -29.9% | -24.4% | -5.4% | -30.3% |
| 6M | -40.6% | -17.7% | -23.0% | -40.2% |
| YTD | -24.6% | -17.4% | -7.2% | -18.0% |
| All | -35.3% | -19.4% | -15.9% | -20.3% |
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