-68.1%
PCG vs CLBK
+67.9%
-136.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | +1.2% | -15.1% | -14.2% |
| 30D | -16.9% | +9.1% | -26.0% | -19.1% |
| 3M | -14.7% | +27.7% | -42.4% | -21.2% |
| 6M | -23.8% | +40.8% | -64.7% | -31.8% |
| YTD | -10.5% | +66.4% | -76.9% | -24.2% |
| 1Y | -5.1% | +72.4% | -77.5% | -21.0% |
| 3Y | -11.6% | +50.7% | -62.3% | -25.4% |
| 5Y | +59.0% | +42.9% | +16.1% | +26.8% |
| All | -68.1% | +67.9% | -136.0% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling