-76.0%
PCG vs CL
+50.5%
-126.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | -13.9% | -2.2% | -11.7% | -12.8% |
| 30D | -16.9% | -4.8% | -12.0% | -14.6% |
| 3M | -14.7% | +4.9% | -19.6% | -17.1% |
| 6M | -23.8% | -5.7% | -18.1% | -21.8% |
| YTD | -10.5% | +14.4% | -24.9% | -17.6% |
| 1Y | -5.1% | +8.7% | -13.9% | -10.4% |
| 3Y | -11.6% | +30.0% | -41.6% | -26.7% |
| 5Y | +59.0% | +28.4% | +30.6% | +30.6% |
| All | -76.0% | +50.5% | -126.5% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling