-63.6%
CLSK vs PCG
-74.6%
+11.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.6% |
| 7D | +8.8% | -13.9% | +22.7% | +10.3% |
| 30D | -6.0% | -16.9% | +10.9% | -4.3% |
| 3M | -24.4% | -14.7% | -9.6% | -23.3% |
| 6M | +19.0% | -23.8% | +42.9% | +22.2% |
| YTD | +25.4% | -10.5% | +35.9% | +26.4% |
| 1Y | +39.8% | -5.1% | +44.9% | +40.0% |
| 3Y | +177.7% | -11.6% | +189.3% | +180.1% |
| 5Y | -11.0% | +59.0% | -70.0% | -13.8% |
| All | -63.6% | -74.6% | +11.0% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling