+4,006.0%
PG vs CL
+4,870.0%
-863.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.5% |
| 7D | +1.9% | -2.2% | +4.0% | +3.1% |
| 30D | -0.2% | -4.8% | +4.6% | +2.5% |
| 3M | +4.8% | +4.9% | -0.1% | +1.9% |
| 6M | -6.1% | -5.7% | -0.4% | -3.1% |
| YTD | +4.5% | +14.4% | -9.9% | -3.4% |
| 1Y | -5.3% | +8.7% | -14.1% | -10.0% |
| 3Y | +2.6% | +30.0% | -27.4% | -12.1% |
| 5Y | +15.6% | +28.4% | -12.8% | -0.4% |
| 10Y | +118.0% | +50.1% | +67.9% | +71.0% |
| All | +4,006.0% | +4,870.0% | -863.9% | +376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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