-19.1%
PCG vs CL
+28.1%
-47.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.5% | +2.6% | -3.0% | -1.2% |
| 30D | +0.8% | +11.8% | -11.0% | -2.8% |
| 3M | -22.0% | +5.9% | -27.9% | -23.5% |
| 6M | -17.1% | +13.3% | -30.4% | -20.4% |
| YTD | -16.9% | +27.1% | -44.0% | -21.8% |
| 1Y | -19.1% | +28.0% | -47.1% | -24.3% |
| All | -19.1% | +28.1% | -47.2% | -24.3% |
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