+91.1%
PCG vs CLF
+633.9%
-542.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.2% | +11.0% | -0.1% |
| 7D | 0.0% | -21.0% | +21.0% | +2.1% |
| 30D | +5.8% | -8.0% | +13.8% | +6.3% |
| 3M | -22.8% | -10.9% | -11.9% | -22.4% |
| 6M | -18.4% | +5.8% | -24.2% | -19.9% |
| YTD | -16.9% | -15.1% | -1.7% | -17.2% |
| 1Y | -17.6% | +7.2% | -24.9% | -19.9% |
| 3Y | -20.0% | -34.2% | +14.2% | -21.5% |
| 5Y | +16.0% | -49.6% | +65.6% | +14.1% |
| 10Y | -76.7% | +109.9% | -186.6% | -81.4% |
| All | +91.1% | +633.9% | -542.8% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling