-21.0%
PCG vs CLBK
+44.9%
-65.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +1.4% | +2.9% | -1.5% | +0.8% |
| 3M | -23.4% | +3.0% | -26.3% | -23.9% |
| 6M | -19.4% | +27.3% | -46.7% | -23.5% |
| YTD | -18.5% | +58.0% | -76.5% | -26.2% |
| 1Y | -19.5% | +62.4% | -81.9% | -27.7% |
| 3Y | -21.0% | +46.9% | -67.9% | -29.8% |
| All | -21.0% | +44.9% | -65.8% | -29.8% |
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