+1,753.0%
CLS vs PFGC
+369.6%
+1,383.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.0% | +3.9% | +6.7% |
| 7D | -10.6% | +10.8% | -21.4% | -14.0% |
| 30D | -38.4% | +17.8% | -56.2% | -42.0% |
| 3M | -29.9% | -2.7% | -27.1% | -30.2% |
| 6M | -40.6% | +20.0% | -60.7% | -45.2% |
| YTD | -24.6% | +24.3% | -48.9% | -31.5% |
| 1Y | -30.8% | +13.2% | -44.0% | -35.2% |
| 3Y | +811.7% | +85.9% | +725.8% | +627.0% |
| 5Y | +1,838.4% | +141.0% | +1,697.4% | +1,300.9% |
| All | +1,753.0% | +369.6% | +1,383.4% | +1,001.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling