+2,323.2%
CLS vs PFGC
+419.1%
+1,904.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | -2.2% | +6.8% | +5.3% |
| 30D | -13.9% | -11.9% | -2.0% | -10.9% |
| 3M | -26.6% | +5.0% | -31.6% | -28.5% |
| 6M | +15.4% | +8.6% | +6.8% | +11.1% |
| YTD | +5.7% | +9.7% | -4.0% | +1.0% |
| 1Y | +41.1% | -6.3% | +47.4% | +41.1% |
| 3Y | +1,228.6% | +58.2% | +1,170.4% | +1,030.4% |
| 5Y | +3,240.6% | +110.4% | +3,130.2% | +2,465.2% |
| 10Y | +2,760.3% | +272.8% | +2,487.6% | +1,752.4% |
| All | +2,323.2% | +419.1% | +1,904.1% | +1,394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling