-5.1%
PCG vs CLBK
+73.3%
-78.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +1.2% | -15.1% | -14.0% |
| 30D | -16.9% | +9.1% | -26.0% | -17.7% |
| 3M | -14.7% | +27.7% | -42.4% | -17.2% |
| 6M | -23.8% | +40.8% | -64.7% | -27.2% |
| YTD | -10.5% | +66.4% | -76.9% | -15.5% |
| 1Y | -5.1% | +72.4% | -77.5% | -12.2% |
| All | -5.1% | +73.3% | -78.4% | -12.2% |
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