+240.6%
PM vs CLSK
-61.4%
+302.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +1.2% |
| 7D | -1.3% | +21.9% | -23.2% | -1.3% |
| 30D | -2.6% | +9.6% | -12.1% | -2.6% |
| 3M | +5.8% | -18.4% | +24.2% | +5.8% |
| 6M | +10.6% | +46.4% | -35.8% | +10.5% |
| YTD | +17.2% | +33.2% | -16.0% | +17.1% |
| 1Y | +17.6% | +47.0% | -29.4% | +17.5% |
| 3Y | +124.3% | +206.4% | -82.1% | +122.6% |
| 5Y | +125.1% | +5.4% | +119.7% | +123.3% |
| All | +240.6% | -61.4% | +302.0% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CLSK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling