+1,225.8%
CLS vs PCG
-11.7%
+1,237.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +4.6% | -13.9% | +18.4% | +6.0% |
| 30D | -13.9% | -16.9% | +3.0% | -12.3% |
| 3M | -26.6% | -14.7% | -11.8% | -25.6% |
| 6M | +15.4% | -23.8% | +39.2% | +18.8% |
| YTD | +5.7% | -10.5% | +16.2% | +6.4% |
| 1Y | +41.1% | -5.1% | +46.2% | +39.9% |
| All | +1,225.8% | -11.7% | +1,237.5% | +1,205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling