-13.8%
PCG vs CLBK
+57.4%
-71.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +1.2% | -15.1% | -14.1% |
| 30D | -16.9% | +9.1% | -26.0% | -18.3% |
| 3M | -14.7% | +27.7% | -42.4% | -18.9% |
| 6M | -23.8% | +40.8% | -64.7% | -29.1% |
| YTD | -10.5% | +66.4% | -76.9% | -19.6% |
| 1Y | -5.1% | +72.4% | -77.5% | -15.8% |
| All | -13.8% | +57.4% | -71.2% | -23.7% |
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