+561.2%
PG vs CLS
+3,455.2%
-2,894.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -0.8% |
| 7D | -0.4% | +12.8% | -13.2% | -1.0% |
| 30D | -0.1% | +3.8% | -4.0% | -0.4% |
| 3M | +1.1% | -14.6% | +15.7% | +1.4% |
| 6M | -3.8% | +32.2% | -36.1% | -6.0% |
| YTD | +3.8% | +11.6% | -7.8% | +2.1% |
| 1Y | -5.8% | +35.1% | -40.8% | -8.8% |
| 3Y | +3.0% | +1,312.5% | -1,309.5% | -15.4% |
| 5Y | +14.5% | +3,542.1% | -3,527.6% | -12.5% |
| 10Y | +117.8% | +2,944.0% | -2,826.2% | +63.5% |
| All | +561.2% | +3,455.2% | -2,894.1% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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