-38.8%
CLF vs PCOR
-10.0%
-28.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -21.0% | +23.7% | -44.7% | -26.5% |
| 30D | -8.0% | +39.0% | -47.0% | -17.6% |
| 3M | -10.9% | +35.8% | -46.7% | -20.4% |
| 6M | +5.8% | +38.2% | -32.4% | -7.2% |
| YTD | -15.1% | +3.9% | -19.1% | -19.7% |
| 1Y | +7.2% | +5.7% | +1.6% | +0.3% |
| 3Y | -34.2% | +44.8% | -78.9% | -45.0% |
| 5Y | -49.6% | -19.8% | -29.8% | -57.1% |
| All | -38.8% | -10.0% | -28.8% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling