-21.8%
PCG vs CLX
+7.9%
-29.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -2.0% | +8.5% | -10.5% | -4.1% |
| 30D | -2.7% | +30.0% | -32.7% | -9.6% |
| 3M | -25.1% | +3.8% | -28.9% | -25.7% |
| 6M | -22.3% | +24.6% | -46.9% | -26.5% |
| YTD | -18.5% | +12.8% | -31.3% | -19.8% |
| 1Y | -21.8% | +8.6% | -30.4% | -22.4% |
| All | -21.8% | +7.9% | -29.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling