+7.2%
CLF vs PENG
+73.0%
-65.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -23.0% | +10.8% | -6.9% |
| 7D | -21.0% | -36.7% | +15.7% | -13.0% |
| 30D | -8.0% | -42.0% | +34.0% | +2.5% |
| 3M | -10.9% | -33.2% | +22.3% | -4.4% |
| 6M | +5.8% | +2.1% | +3.7% | -6.8% |
| YTD | -15.1% | +90.3% | -105.4% | -40.1% |
| 1Y | +7.2% | +67.7% | -60.4% | -20.9% |
| All | +7.2% | +73.0% | -65.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling