+205.5%
CLSK vs PFGC
+59.5%
+146.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.6% |
| 7D | +1.7% | -4.8% | +6.6% | +5.7% |
| 30D | +11.1% | -17.2% | +28.3% | +28.4% |
| 3M | -14.1% | -6.3% | -7.8% | -12.8% |
| 6M | +32.9% | +8.8% | +24.1% | +17.0% |
| YTD | +26.5% | +4.9% | +21.6% | +14.2% |
| 1Y | +27.6% | -9.5% | +37.1% | +32.6% |
| All | +205.5% | +59.5% | +146.0% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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