-16.0%
PCG vs CLBK
+65.7%
-81.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +1.9% | +4.6% | -2.7% | +1.6% |
| 30D | +8.5% | -1.5% | +10.0% | +8.7% |
| 3M | -22.9% | +4.4% | -27.3% | -23.1% |
| 6M | -16.8% | +31.7% | -48.4% | -19.0% |
| YTD | -15.8% | +58.7% | -74.5% | -17.8% |
| 1Y | -16.0% | +64.9% | -80.9% | -17.9% |
| All | -16.0% | +65.7% | -81.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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