+135.3%
PM vs CLSK
+6.4%
+128.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.7% |
| 7D | +4.7% | +7.7% | -3.0% | +4.7% |
| 30D | +2.6% | +12.2% | -9.6% | +2.6% |
| 3M | +6.6% | -15.5% | +22.0% | +6.6% |
| 6M | +16.5% | +39.3% | -22.9% | +16.2% |
| YTD | +21.2% | +35.1% | -13.9% | +20.8% |
| 1Y | +17.9% | +34.0% | -16.1% | +17.4% |
| 3Y | +129.8% | +226.3% | -96.4% | +117.4% |
| All | +135.3% | +6.4% | +128.9% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling