-47.8%
CLF vs PCOR
-43.0%
-4.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.0% | +3.2% |
| 7D | +7.6% | -9.0% | +16.5% | +10.7% |
| 30D | -1.2% | +4.2% | -5.4% | -3.1% |
| 3M | -13.4% | +14.4% | -27.8% | -18.3% |
| 6M | +15.4% | +0.2% | +15.2% | +11.8% |
| YTD | -5.9% | -20.3% | +14.4% | -2.0% |
| 1Y | +18.8% | -16.1% | +35.0% | +20.5% |
| 3Y | -19.4% | -14.7% | -4.7% | -20.8% |
| All | -47.8% | -43.0% | -4.8% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling