+3,269.5%
CLS vs PCG
+58.3%
+3,211.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | +4.6% | -13.9% | +18.4% | +7.8% |
| 30D | -13.9% | -16.9% | +3.0% | -10.3% |
| 3M | -26.6% | -14.7% | -11.8% | -24.5% |
| 6M | +15.4% | -23.8% | +39.2% | +22.7% |
| YTD | +5.7% | -10.5% | +16.2% | +6.5% |
| 1Y | +41.1% | -5.1% | +46.2% | +38.7% |
| 3Y | +1,228.6% | -11.6% | +1,240.2% | +1,202.4% |
| All | +3,269.5% | +58.3% | +3,211.2% | +2,444.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling