-70.6%
PCG vs CLBK
+63.6%
-134.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | +2.2% | -4.4% | -2.9% |
| 30D | -0.5% | +5.0% | -5.4% | -2.0% |
| 3M | -24.0% | +3.3% | -27.2% | -24.9% |
| 6M | -18.6% | +29.6% | -48.2% | -25.3% |
| YTD | -17.7% | +62.1% | -79.8% | -29.8% |
| 1Y | -20.0% | +64.3% | -84.3% | -32.3% |
| 3Y | -20.2% | +55.6% | -75.9% | -33.6% |
| 5Y | +8.4% | +29.3% | -20.9% | -8.9% |
| All | -70.6% | +63.6% | -134.2% | -80.5% |
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