-37.8%
CLF vs PCOR
-10.3%
-27.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -19.6% | +22.7% | -42.3% | -25.1% |
| 30D | -5.0% | +37.5% | -42.4% | -14.6% |
| 3M | -6.3% | +35.2% | -41.5% | -16.1% |
| 6M | +2.8% | +42.2% | -39.5% | -10.7% |
| YTD | -13.7% | +3.6% | -17.3% | -18.3% |
| 1Y | +13.6% | -4.8% | +18.3% | +10.9% |
| 3Y | -34.0% | +48.3% | -82.3% | -45.3% |
| 5Y | -48.7% | -20.1% | -28.7% | -56.4% |
| All | -37.8% | -10.3% | -27.5% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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