-41.2%
CLF vs PENG
+50.3%
-91.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.5% |
| 7D | -9.1% | -16.1% | +7.0% | -5.0% |
| 30D | -0.9% | -41.5% | +40.6% | +12.7% |
| 3M | +3.0% | -19.1% | +22.1% | +6.0% |
| 6M | +16.7% | +0.9% | +15.8% | +6.3% |
| YTD | -3.2% | +128.2% | -131.4% | -32.4% |
| 1Y | +24.6% | +98.6% | -74.0% | -9.5% |
| 3Y | -22.3% | +188.2% | -210.5% | -53.2% |
| 5Y | -41.2% | +55.5% | -96.7% | -65.3% |
| All | -41.2% | +50.3% | -91.5% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling