+13.6%
CLF vs PENG
+88.9%
-75.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | -1.1% |
| 7D | -19.6% | -19.4% | -0.1% | -16.0% |
| 30D | -5.0% | -42.4% | +37.4% | +5.7% |
| 3M | -6.3% | -25.6% | +19.4% | -2.1% |
| 6M | +2.8% | +7.3% | -4.5% | -9.8% |
| YTD | -13.7% | +113.9% | -127.6% | -40.3% |
| 1Y | +13.6% | +93.6% | -80.0% | -18.9% |
| All | +13.6% | +88.9% | -75.4% | -18.9% |
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