+263.9%
PFGC vs CLBK
+60.9%
+203.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +3.4% | +0.9% | +2.5% | +2.9% |
| 30D | +16.9% | +3.4% | +13.5% | +14.8% |
| 3M | +6.4% | -4.3% | +10.7% | +8.9% |
| 6M | +16.0% | +28.4% | -12.3% | -1.1% |
| YTD | +23.6% | +59.4% | -35.8% | -8.5% |
| 1Y | +16.6% | +64.8% | -48.2% | -15.8% |
| 3Y | +82.3% | +50.6% | +31.7% | +29.3% |
| 5Y | +138.7% | +28.3% | +110.4% | +62.4% |
| All | +263.9% | +60.9% | +203.0% | +98.6% |
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