-61.4%
CLSK vs PFG
+191.8%
-253.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +7.0% |
| 7D | +21.9% | +6.0% | +15.9% | +18.0% |
| 30D | +9.6% | +2.2% | +7.4% | +8.2% |
| 3M | -18.4% | +10.4% | -28.8% | -23.3% |
| 6M | +46.4% | +27.8% | +18.6% | +26.5% |
| YTD | +33.2% | +33.6% | -0.4% | +12.0% |
| 1Y | +47.0% | +49.3% | -2.3% | +15.7% |
| 3Y | +206.4% | +69.7% | +136.6% | +135.3% |
| 5Y | +5.4% | +111.3% | -106.0% | -21.7% |
| All | -61.4% | +191.8% | -253.1% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling