+3,038.3%
CLS vs PFGC
+287.3%
+2,751.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +20.1% | -3.7% | +23.8% | +21.5% |
| 30D | +6.0% | -16.0% | +22.0% | +11.6% |
| 3M | -10.3% | -4.1% | -6.1% | -10.0% |
| 6M | +24.5% | +8.7% | +15.8% | +19.4% |
| YTD | +12.9% | +6.4% | +6.5% | +8.7% |
| 1Y | +36.7% | -8.4% | +45.1% | +37.5% |
| 3Y | +1,328.1% | +61.8% | +1,266.3% | +1,100.4% |
| 5Y | +3,682.3% | +108.7% | +3,573.6% | +2,785.6% |
| 10Y | +3,038.3% | +298.1% | +2,740.2% | +1,875.1% |
| All | +3,038.3% | +287.3% | +2,751.0% | +1,875.1% |
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