-60.8%
CLSK vs PFG
+194.6%
-255.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.2% |
| 7D | +7.7% | -0.4% | +8.2% | +8.0% |
| 30D | +12.2% | +2.9% | +9.3% | +10.4% |
| 3M | -15.5% | +6.7% | -22.2% | -18.9% |
| 6M | +39.3% | +33.8% | +5.6% | +17.4% |
| YTD | +35.1% | +35.0% | +0.1% | +13.0% |
| 1Y | +34.0% | +46.4% | -12.4% | +6.7% |
| 3Y | +226.3% | +71.7% | +154.6% | +149.0% |
| 5Y | +6.4% | +113.7% | -107.3% | -21.5% |
| All | -60.8% | +194.6% | -255.5% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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