+116.3%
CLF vs PEG
+145.3%
-29.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | +6.5% | +1.0% | +5.5% | +5.9% |
| 30D | +0.2% | -1.9% | +2.1% | +1.1% |
| 3M | -3.1% | -3.7% | +0.6% | -1.4% |
| 6M | +25.0% | -9.4% | +34.5% | +31.2% |
| YTD | -7.5% | -6.0% | -1.5% | -5.1% |
| 1Y | +11.5% | -4.4% | +15.9% | +13.3% |
| 3Y | -13.7% | +33.5% | -47.2% | -29.2% |
| 5Y | -47.0% | +35.7% | -82.7% | -57.3% |
| 10Y | +116.3% | +140.4% | -24.1% | +43.6% |
| All | +116.3% | +145.3% | -29.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling