+106.3%
CLF vs PENG
+762.7%
-656.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | 0.0% |
| 7D | +7.6% | +4.5% | +3.0% | +6.2% |
| 30D | -1.2% | -7.1% | +5.9% | +0.4% |
| 3M | -13.4% | -27.3% | +13.9% | -9.8% |
| 6M | +15.4% | +169.6% | -154.2% | -19.0% |
| YTD | -5.9% | +164.6% | -170.5% | -34.0% |
| 1Y | +18.8% | +109.5% | -90.6% | -12.0% |
| 3Y | -19.4% | +98.9% | -118.3% | -45.4% |
| 5Y | -47.7% | +116.3% | -164.0% | -67.2% |
| All | +106.3% | +762.7% | -656.4% | +10.2% |
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