+142.8%
PG vs CLBK
+64.7%
+78.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.4% | -1.5% | -1.9% | -3.2% |
| 30D | -2.6% | +6.7% | -9.3% | -3.5% |
| 3M | -3.3% | +21.2% | -24.5% | -6.0% |
| 6M | -6.7% | +42.0% | -48.7% | -11.3% |
| YTD | +1.7% | +63.3% | -61.5% | -5.2% |
| 1Y | -7.9% | +65.4% | -73.3% | -14.6% |
| 3Y | +0.9% | +52.5% | -51.5% | -7.0% |
| 5Y | +12.6% | +42.0% | -29.3% | +2.1% |
| All | +142.8% | +64.7% | +78.0% | +105.8% |
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