-10.5%
PCG vs CLX
-32.8%
+22.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -13.9% | -9.2% | -4.6% | -11.5% |
| 30D | -16.9% | -11.0% | -5.8% | -14.2% |
| 3M | -14.7% | +5.0% | -19.8% | -15.5% |
| 6M | -23.8% | -18.8% | -5.0% | -19.7% |
| YTD | -10.5% | -4.4% | -6.1% | -9.2% |
| 1Y | -5.1% | -21.9% | +16.7% | +0.7% |
| All | -10.5% | -32.8% | +22.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling