+226.3%
CLSK vs PFG
+70.6%
+155.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +5.6% |
| 7D | +7.7% | -0.4% | +8.2% | +8.2% |
| 30D | +12.2% | +2.9% | +9.3% | +8.3% |
| 3M | -15.5% | +6.7% | -22.2% | -22.9% |
| 6M | +39.3% | +33.8% | +5.6% | -5.3% |
| YTD | +35.1% | +35.0% | +0.1% | -10.5% |
| 1Y | +34.0% | +46.4% | -12.4% | -21.8% |
| 3Y | +226.3% | +71.7% | +154.6% | +57.7% |
| All | +226.3% | +70.6% | +155.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling