+136.1%
PFGC vs CLBK
+27.9%
+108.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.3% | +2.5% | -2.2% | -0.3% |
| 30D | +16.1% | +3.7% | +12.5% | +15.2% |
| 3M | +2.4% | -3.3% | +5.6% | +3.1% |
| 6M | +15.7% | +29.6% | -13.9% | +8.0% |
| YTD | +22.3% | +60.3% | -38.0% | +7.7% |
| 1Y | +13.9% | +63.4% | -49.6% | -0.4% |
| 3Y | +80.3% | +53.8% | +26.5% | +57.8% |
| 5Y | +136.1% | +29.0% | +107.1% | +95.1% |
| All | +136.1% | +27.9% | +108.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling