+89.1%
CLF vs PENG
+597.2%
-508.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | -1.7% |
| 7D | -19.6% | -19.4% | -0.1% | -15.3% |
| 30D | -5.0% | -42.4% | +37.4% | +8.9% |
| 3M | -6.3% | -25.6% | +19.4% | -1.3% |
| 6M | +2.8% | +7.3% | -4.5% | -7.6% |
| YTD | -13.7% | +113.9% | -127.6% | -37.5% |
| 1Y | +13.6% | +93.6% | -80.0% | -15.5% |
| 3Y | -34.0% | +170.2% | -204.2% | -58.2% |
| 5Y | -48.7% | +44.2% | -92.9% | -64.6% |
| All | +89.1% | +597.2% | -508.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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