-18.3%
PCG vs CLBK
+54.0%
-72.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +0.8% | +3.4% | -2.6% | +0.1% |
| 3M | -23.8% | -4.3% | -19.5% | -23.2% |
| 6M | -19.6% | +28.4% | -48.0% | -23.8% |
| YTD | -16.7% | +59.4% | -76.1% | -24.7% |
| 1Y | -19.4% | +64.8% | -84.2% | -27.8% |
| 3Y | -18.3% | +50.6% | -68.9% | -28.1% |
| All | -18.3% | +54.0% | -72.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling