-76.0%
PCG vs CLF
+74.2%
-150.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.5% |
| 7D | +2.2% | +10.4% | -8.2% | +0.9% |
| 30D | +0.8% | +0.6% | +0.2% | +0.2% |
| 3M | -23.8% | +4.1% | -27.9% | -24.8% |
| 6M | -19.6% | +15.1% | -34.7% | -22.2% |
| YTD | -16.7% | -4.7% | -12.0% | -18.4% |
| 1Y | -19.4% | +20.4% | -39.7% | -23.5% |
| 3Y | -18.3% | -23.4% | +5.1% | -21.7% |
| 5Y | +10.4% | -43.3% | +53.7% | +6.5% |
| All | -76.0% | +74.2% | -150.2% | -82.9% |
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