+105.7%
PCG vs CLX
+2,386.6%
-2,280.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -13.9% | -9.2% | -4.6% | -11.8% |
| 30D | -16.9% | -11.0% | -5.8% | -14.5% |
| 3M | -14.7% | +5.0% | -19.8% | -15.7% |
| 6M | -23.8% | -18.8% | -5.0% | -20.5% |
| YTD | -10.5% | -4.4% | -6.1% | -10.0% |
| 1Y | -5.1% | -21.9% | +16.7% | -0.4% |
| 3Y | -11.6% | -32.8% | +21.2% | -4.8% |
| 5Y | +59.0% | -34.6% | +93.6% | +69.5% |
| 10Y | -75.7% | -4.7% | -71.0% | -76.9% |
| All | +105.7% | +2,386.6% | -2,280.9% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling