-66.9%
PCG vs CLBK
+66.9%
-133.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | +5.4% | +1.1% | +4.3% | +5.0% |
| 30D | -15.1% | +7.8% | -22.9% | -17.1% |
| 3M | -9.8% | +23.9% | -33.7% | -15.8% |
| 6M | -18.0% | +42.3% | -60.3% | -26.8% |
| YTD | -7.2% | +65.4% | -72.6% | -21.3% |
| 1Y | +2.9% | +70.3% | -67.5% | -14.0% |
| 3Y | -11.1% | +54.5% | -65.6% | -25.7% |
| 5Y | +61.8% | +43.1% | +18.7% | +28.7% |
| All | -66.9% | +66.9% | -133.8% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling