-23.8%
PCG vs CL
-6.1%
-17.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.0% |
| 7D | -13.9% | -2.2% | -11.7% | -13.1% |
| 30D | -16.9% | -4.8% | -12.0% | -15.4% |
| 3M | -14.7% | +4.9% | -19.6% | -16.0% |
| 6M | -23.8% | -5.7% | -18.1% | -21.0% |
| All | -23.8% | -6.1% | -17.8% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling