+125.2%
CLF vs PBR
+686.8%
-561.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -3.2% | +17.5% | -20.7% | -10.1% |
| 3M | -5.0% | +20.9% | -25.9% | -13.2% |
| 6M | +26.6% | +20.2% | +6.3% | +14.2% |
| YTD | -9.0% | +84.3% | -93.2% | -32.5% |
| 1Y | +11.8% | +77.1% | -65.3% | -16.0% |
| 3Y | -15.1% | +100.8% | -115.9% | -41.3% |
| 5Y | -48.2% | +556.1% | -604.3% | -81.2% |
| All | +125.2% | +686.8% | -561.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling