+91.1%
PCG vs CLX
+2,602.7%
-2,511.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | 0.0% | +12.4% | -12.4% | -2.7% |
| 30D | +5.8% | +21.1% | -15.3% | +1.2% |
| 3M | -22.8% | -3.3% | -19.4% | -22.2% |
| 6M | -18.4% | +18.8% | -37.2% | -21.8% |
| YTD | -16.9% | +3.9% | -20.8% | -18.1% |
| 1Y | -17.6% | -3.8% | -13.8% | -17.5% |
| 3Y | -20.0% | -10.5% | -9.5% | -19.1% |
| 5Y | +16.0% | -26.7% | +42.7% | +20.3% |
| 10Y | -76.7% | +19.9% | -96.6% | -79.0% |
| All | +91.1% | +2,602.7% | -2,511.6% | -7.9% |
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