+87.3%
PCG vs CLX
+2,609.7%
-2,522.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -1.6% | +13.6% | -15.2% | -4.4% |
| 30D | +1.4% | +23.4% | -21.9% | -3.4% |
| 3M | -23.4% | -2.8% | -20.5% | -22.9% |
| 6M | -19.4% | +14.0% | -33.4% | -22.0% |
| YTD | -18.5% | +4.2% | -22.7% | -19.7% |
| 1Y | -19.5% | -1.2% | -18.4% | -19.9% |
| 3Y | -21.0% | -12.7% | -8.3% | -19.7% |
| 5Y | +13.7% | -26.5% | +40.2% | +17.9% |
| 10Y | -77.2% | +20.2% | -97.4% | -79.4% |
| All | +87.3% | +2,609.7% | -2,522.4% | -9.7% |
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