+2,093.5%
CLS vs PCG
-23.4%
+2,116.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.3% | -11.7% | -12.8% |
| 7D | -27.3% | 0.0% | -27.3% | -27.3% |
| 30D | -47.0% | +5.8% | -52.9% | -47.5% |
| 3M | -43.3% | -22.8% | -20.5% | -41.1% |
| 6M | -50.8% | -18.4% | -32.4% | -49.4% |
| YTD | -30.4% | -16.9% | -13.6% | -29.0% |
| 1Y | -41.7% | -17.6% | -24.1% | -40.4% |
| 3Y | +701.4% | -20.0% | +721.4% | +715.7% |
| 5Y | +1,767.8% | +16.0% | +1,751.7% | +1,681.8% |
| 10Y | +1,636.8% | -76.7% | +1,713.5% | +1,728.9% |
| All | +2,093.5% | -23.4% | +2,116.8% | +1,429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling