+10.2%
PCG vs CLF
-47.4%
+57.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | +0.9% |
| 7D | -1.1% | -14.1% | +13.0% | -0.2% |
| 30D | +0.1% | -5.5% | +5.6% | +0.2% |
| 3M | -24.4% | 0.0% | -24.4% | -24.7% |
| 6M | -17.7% | +11.3% | -28.9% | -19.0% |
| YTD | -17.4% | -7.7% | -9.7% | -18.1% |
| 1Y | -19.4% | +17.5% | -36.9% | -21.7% |
| 3Y | -18.6% | -25.4% | +6.8% | -19.9% |
| 5Y | +10.2% | -46.0% | +56.2% | +11.4% |
| All | +10.2% | -47.4% | +57.7% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling