+222.8%
PFGC vs CLBK
+67.9%
+154.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.2% | +1.2% | -3.4% | -2.9% |
| 30D | -11.9% | +9.1% | -21.1% | -16.6% |
| 3M | +5.0% | +27.7% | -22.7% | -9.7% |
| 6M | +8.6% | +40.8% | -32.2% | -12.2% |
| YTD | +9.7% | +66.4% | -56.7% | -20.7% |
| 1Y | -6.3% | +72.4% | -78.7% | -34.4% |
| 3Y | +58.2% | +50.7% | +7.5% | +12.9% |
| 5Y | +110.4% | +42.9% | +67.5% | +28.9% |
| All | +222.8% | +67.9% | +154.9% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling