+111.9%
CLF vs PENG
+705.8%
-594.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -9.1% | -0.1% | -6.7% |
| 7D | -7.9% | -20.5% | +12.6% | -2.5% |
| 30D | +5.2% | -20.4% | +25.6% | +10.3% |
| 3M | +4.3% | -16.4% | +20.7% | +6.8% |
| 6M | +25.3% | +49.2% | -24.0% | +2.8% |
| YTD | -3.3% | +147.2% | -150.5% | -32.4% |
| 1Y | +20.2% | +124.7% | -104.4% | -13.8% |
| 3Y | -25.0% | +230.3% | -255.3% | -54.9% |
| 5Y | -42.1% | +71.4% | -113.5% | -61.7% |
| All | +111.9% | +705.8% | -594.0% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling