-76.5%
PCG vs CLF
+80.0%
-156.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.0% | +16.0% | -17.9% | -3.7% |
| 30D | -2.7% | +1.6% | -4.3% | -3.3% |
| 3M | -25.1% | +6.7% | -31.8% | -26.2% |
| 6M | -22.3% | +21.1% | -43.4% | -25.3% |
| YTD | -18.5% | -1.6% | -16.9% | -20.4% |
| 1Y | -21.8% | +18.5% | -40.3% | -25.6% |
| 3Y | -21.0% | -21.0% | 0.0% | -24.6% |
| 5Y | +8.1% | -41.4% | +49.5% | +3.9% |
| All | -76.5% | +80.0% | -156.4% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling