-32.1%
CLF vs PCOR
-30.9%
-1.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.0% | +3.1% |
| 7D | +7.6% | -9.0% | +16.5% | +10.6% |
| 30D | -1.2% | +4.2% | -5.4% | -3.0% |
| 3M | -13.4% | +14.4% | -27.8% | -18.1% |
| 6M | +15.4% | +0.2% | +15.2% | +12.0% |
| YTD | -5.9% | -20.3% | +14.4% | -2.2% |
| 1Y | +18.8% | -16.1% | +35.0% | +20.5% |
| 3Y | -19.4% | -14.7% | -4.7% | -20.6% |
| 5Y | -47.7% | -43.2% | -4.6% | -51.9% |
| All | -32.1% | -30.9% | -1.2% | -34.6% |
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