-21.0%
PCG vs CL
+38.3%
-59.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.3% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | +1.4% | +11.4% | -9.9% | -2.2% |
| 3M | -23.4% | +4.4% | -27.8% | -24.5% |
| 6M | -19.4% | +10.8% | -30.2% | -22.2% |
| YTD | -18.5% | +25.1% | -43.6% | -24.4% |
| 1Y | -19.5% | +28.0% | -47.5% | -26.0% |
| 3Y | -21.0% | +37.6% | -58.6% | -30.6% |
| All | -21.0% | +38.3% | -59.2% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling