+1,914.6%
CLS vs PFGC
+351.0%
+1,563.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +16.3% | +3.4% | +12.9% | +15.1% |
| 30D | -25.7% | +16.9% | -42.6% | -29.9% |
| 3M | -30.9% | +6.4% | -37.3% | -32.9% |
| 6M | -35.5% | +16.0% | -51.5% | -39.8% |
| YTD | -18.7% | +23.6% | -42.3% | -26.0% |
| 1Y | -17.9% | +16.6% | -34.5% | -23.9% |
| 3Y | +838.1% | +82.3% | +755.8% | +652.1% |
| 5Y | +1,971.9% | +138.7% | +1,833.2% | +1,402.4% |
| All | +1,914.6% | +351.0% | +1,563.6% | +1,096.4% |
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