+6.0%
CLSK vs PFGC
+110.3%
-104.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +7.2% |
| 7D | +7.7% | -4.8% | +12.5% | +12.4% |
| 30D | +12.2% | -12.5% | +24.8% | +26.4% |
| 3M | -15.5% | -9.7% | -5.7% | -10.2% |
| 6M | +39.3% | +7.0% | +32.3% | +25.8% |
| YTD | +35.1% | +4.5% | +30.6% | +23.6% |
| 1Y | +34.0% | -11.6% | +45.6% | +43.8% |
| 3Y | +226.3% | +58.5% | +167.8% | +97.7% |
| All | +6.0% | +110.3% | -104.3% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling