-75.2%
PCG vs CLX
-3.9%
-71.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.0% |
| 7D | +5.4% | -3.5% | +9.0% | +6.2% |
| 30D | -15.1% | -11.9% | -3.3% | -12.8% |
| 3M | -9.8% | -2.6% | -7.2% | -9.3% |
| 6M | -18.0% | -18.2% | +0.1% | -14.9% |
| YTD | -7.2% | -5.9% | -1.3% | -6.3% |
| 1Y | +2.9% | -23.8% | +26.7% | +8.0% |
| 3Y | -11.1% | -33.6% | +22.5% | -4.7% |
| 5Y | +61.8% | -35.7% | +97.5% | +72.2% |
| 10Y | -75.2% | -2.5% | -72.6% | -77.4% |
| All | -75.2% | -3.9% | -71.2% | -77.4% |
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