-76.4%
PCG vs CLX
+29.7%
-106.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.2% | +7.8% | -10.0% | -3.7% |
| 30D | -0.5% | +28.5% | -29.0% | -5.4% |
| 3M | -24.0% | +1.3% | -25.3% | -24.2% |
| 6M | -18.6% | +23.4% | -42.0% | -22.0% |
| YTD | -17.7% | +11.4% | -29.0% | -19.7% |
| 1Y | -20.0% | +6.9% | -26.9% | -21.4% |
| 3Y | -20.2% | -9.8% | -10.5% | -19.4% |
| 5Y | +8.4% | -22.7% | +31.0% | +10.9% |
| 10Y | -76.4% | +28.7% | -105.1% | -80.3% |
| All | -76.4% | +29.7% | -106.1% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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