+226.3%
CLSK vs PPG
-17.4%
+243.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.5% |
| 7D | +7.7% | -6.2% | +14.0% | +13.3% |
| 30D | +12.2% | -7.9% | +20.2% | +19.5% |
| 3M | -15.5% | -10.2% | -5.2% | -9.0% |
| 6M | +39.3% | +2.7% | +36.7% | +33.5% |
| YTD | +35.1% | +4.9% | +30.2% | +23.8% |
| 1Y | +34.0% | -3.2% | +37.2% | +32.1% |
| 3Y | +226.3% | -17.0% | +243.3% | +290.9% |
| All | +226.3% | -17.4% | +243.6% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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