+221.7%
CLSK vs PCG
-11.6%
+233.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.6% | +2.6% | +5.0% |
| 7D | +21.9% | +5.4% | +16.5% | +19.6% |
| 30D | +9.6% | -15.1% | +24.7% | +15.5% |
| 3M | -18.4% | -9.8% | -8.6% | -16.2% |
| 6M | +46.4% | -18.0% | +64.4% | +55.8% |
| YTD | +33.2% | -7.2% | +40.4% | +34.9% |
| 1Y | +47.0% | +2.9% | +44.1% | +42.9% |
| All | +221.7% | -11.6% | +233.3% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling