-21.8%
PCG vs CLF
+26.4%
-48.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.0% | +16.0% | -17.9% | -2.1% |
| 30D | -2.7% | +1.6% | -4.3% | -2.8% |
| 3M | -25.1% | +6.7% | -31.8% | -25.1% |
| 6M | -22.3% | +21.1% | -43.4% | -22.1% |
| YTD | -18.5% | -1.6% | -16.9% | -19.3% |
| 1Y | -21.8% | +18.5% | -40.3% | -23.9% |
| All | -21.8% | +26.4% | -48.2% | -23.9% |
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 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