+270.0%
PM vs CLSK
-80.9%
+350.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +1.2% |
| 7D | +0.5% | +8.0% | -7.4% | +0.5% |
| 30D | -3.2% | -27.9% | +24.7% | -3.2% |
| 3M | +6.2% | -42.3% | +48.5% | +6.2% |
| 6M | +7.7% | -50.0% | +57.7% | +7.7% |
| YTD | +27.3% | -34.3% | +61.6% | +27.2% |
| 1Y | +32.8% | -44.5% | +77.3% | +32.7% |
| 3Y | +150.0% | +74.5% | +75.5% | +148.2% |
| 5Y | +164.2% | -69.0% | +233.2% | +162.5% |
| All | +270.0% | -80.9% | +350.9% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling