-80.9%
CLSK vs PCG
-76.4%
-4.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -4.9% | -3.0% |
| 7D | +8.0% | +2.2% | +5.8% | +7.7% |
| 30D | -27.9% | +0.8% | -28.7% | -28.0% |
| 3M | -42.3% | -23.8% | -18.5% | -40.7% |
| 6M | -50.0% | -19.6% | -30.4% | -49.0% |
| YTD | -34.3% | -16.7% | -17.6% | -33.2% |
| 1Y | -44.5% | -19.4% | -25.1% | -43.4% |
| 3Y | +74.5% | -18.3% | +92.8% | +77.5% |
| 5Y | -69.0% | +10.4% | -79.4% | -69.1% |
| All | -80.9% | -76.4% | -4.5% | -82.0% |
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