-30.3%
CLF vs PCOR
-10.0%
-20.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +19.7% | -28.9% | -14.7% |
| 7D | -7.9% | +21.8% | -29.7% | -14.0% |
| 30D | +5.2% | +39.5% | -34.3% | -5.8% |
| 3M | +4.3% | +35.2% | -30.9% | -6.7% |
| 6M | +25.3% | +21.7% | +3.5% | +14.1% |
| YTD | -3.3% | +3.9% | -7.2% | -8.5% |
| 1Y | +20.2% | +6.9% | +13.3% | +11.9% |
| 3Y | -25.0% | +44.8% | -69.8% | -37.4% |
| 5Y | -42.1% | -21.9% | -20.2% | -50.7% |
| All | -30.3% | -10.0% | -20.3% | -38.8% |
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