+226.3%
CLSK vs PGR
+75.0%
+151.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +7.0% |
| 7D | +7.7% | -0.6% | +8.3% | +7.5% |
| 30D | +12.2% | +4.9% | +7.3% | +14.4% |
| 3M | -15.5% | +7.6% | -23.1% | -13.1% |
| 6M | +39.3% | +8.3% | +31.1% | +43.9% |
| YTD | +35.1% | +1.7% | +33.3% | +38.9% |
| 1Y | +34.0% | -6.8% | +40.9% | +37.5% |
| 3Y | +226.3% | +73.4% | +152.8% | +247.7% |
| All | +226.3% | +75.0% | +151.3% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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