+3,231.7%
CLS vs PCG
-17.5%
+3,249.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | +4.6% | -13.9% | +18.4% | +6.7% |
| 30D | -13.9% | -16.9% | +3.0% | -11.6% |
| 3M | -26.6% | -14.7% | -11.8% | -25.2% |
| 6M | +15.4% | -23.8% | +39.2% | +19.9% |
| YTD | +5.7% | -10.5% | +16.2% | +6.5% |
| 1Y | +41.1% | -5.1% | +46.2% | +40.5% |
| 3Y | +1,228.6% | -11.6% | +1,240.2% | +1,229.5% |
| 5Y | +3,240.6% | +59.0% | +3,181.6% | +2,926.4% |
| 10Y | +2,760.3% | -75.7% | +2,836.1% | +2,896.1% |
| All | +3,231.7% | -17.5% | +3,249.2% | +2,194.9% |
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