-20.0%
PCG vs CLF
+27.9%
-47.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | -2.2% | +2.3% | -4.6% | -2.3% |
| 30D | -0.5% | +1.9% | -2.4% | -0.5% |
| 3M | -24.0% | +5.9% | -29.8% | -24.0% |
| 6M | -18.6% | +16.9% | -35.5% | -18.5% |
| YTD | -17.7% | -1.1% | -16.6% | -18.4% |
| 1Y | -20.0% | +28.8% | -48.8% | -24.3% |
| All | -20.0% | +27.9% | -47.9% | -24.3% |
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 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