-61.4%
CLSK vs PFGC
+297.5%
-358.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +6.7% |
| 7D | +21.9% | -2.4% | +24.3% | +22.7% |
| 30D | +9.6% | -15.8% | +25.4% | +14.8% |
| 3M | -18.4% | -0.6% | -17.8% | -18.9% |
| 6M | +46.4% | +10.7% | +35.7% | +41.3% |
| YTD | +33.2% | +7.6% | +25.6% | +29.7% |
| 1Y | +47.0% | -7.8% | +54.8% | +49.4% |
| 3Y | +206.4% | +63.7% | +142.6% | +172.2% |
| 5Y | +5.4% | +112.3% | -106.9% | -9.5% |
| All | -61.4% | +297.5% | -358.9% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling