-60.8%
CLSK vs PCG
-75.5%
+14.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.0% |
| 7D | +7.7% | -3.5% | +11.2% | +8.2% |
| 30D | +12.2% | -20.6% | +32.8% | +14.9% |
| 3M | -15.5% | -17.6% | +2.1% | -13.9% |
| 6M | +39.3% | -23.5% | +62.8% | +43.0% |
| YTD | +35.1% | -13.6% | +48.7% | +36.7% |
| 1Y | +34.0% | -11.3% | +45.4% | +35.3% |
| 3Y | +226.3% | -16.9% | +243.2% | +231.2% |
| 5Y | +6.4% | +50.8% | -44.4% | +3.6% |
| All | -60.8% | -75.5% | +14.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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