+1,636.9%
CLS vs PFGC
+484.2%
+1,152.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -13.9% | +15.0% | -28.9% | -17.9% |
| 30D | -38.2% | +17.0% | -55.2% | -41.6% |
| 3M | -28.8% | -2.5% | -26.4% | -29.2% |
| 6M | -40.4% | +19.2% | -59.6% | -44.7% |
| YTD | -24.3% | +23.4% | -47.7% | -30.8% |
| 1Y | -35.0% | +13.9% | -48.9% | -39.1% |
| 3Y | +778.7% | +82.0% | +696.7% | +610.3% |
| 5Y | +1,884.8% | +128.7% | +1,756.2% | +1,373.2% |
| 10Y | +1,761.1% | +361.5% | +1,399.6% | +1,040.1% |
| All | +1,636.9% | +484.2% | +1,152.7% | +923.6% |
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