-5.1%
PCG vs CLF
+20.0%
-25.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.4% |
| 7D | -13.9% | +7.6% | -21.4% | -13.9% |
| 30D | -16.9% | -1.2% | -15.7% | -16.8% |
| 3M | -14.7% | -13.4% | -1.4% | -14.1% |
| 6M | -23.8% | +15.4% | -39.2% | -24.2% |
| YTD | -10.5% | -5.9% | -4.6% | -10.6% |
| 1Y | -5.1% | +18.8% | -23.9% | -9.4% |
| All | -5.1% | +20.0% | -25.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling