-5.1%
PCG vs CL
+8.2%
-13.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -13.9% | -2.2% | -11.7% | -13.2% |
| 30D | -16.9% | -4.8% | -12.0% | -15.5% |
| 3M | -14.7% | +4.9% | -19.6% | -15.9% |
| 6M | -23.8% | -5.7% | -18.1% | -22.7% |
| YTD | -10.5% | +14.4% | -24.9% | -13.3% |
| 1Y | -5.1% | +8.7% | -13.9% | -5.9% |
| All | -5.1% | +8.2% | -13.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling