-35.1%
CLF vs PCOR
+44.3%
-79.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -21.0% | +23.7% | -44.7% | -26.3% |
| 30D | -8.0% | +39.0% | -47.0% | -17.5% |
| 3M | -10.9% | +35.8% | -46.7% | -20.4% |
| 6M | +5.8% | +38.2% | -32.4% | -7.0% |
| YTD | -15.1% | +3.9% | -19.1% | -17.3% |
| 1Y | +7.2% | +5.7% | +1.6% | +2.7% |
| All | -35.1% | +44.3% | -79.4% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling