+123.7%
CLF vs PFG
+246.6%
-122.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +3.1% |
| 7D | +7.6% | +5.5% | +2.0% | +2.2% |
| 30D | -1.2% | +2.4% | -3.6% | -3.6% |
| 3M | -13.4% | +13.6% | -27.0% | -23.4% |
| 6M | +15.4% | +27.9% | -12.5% | -7.5% |
| YTD | -5.9% | +35.6% | -41.4% | -28.2% |
| 1Y | +18.8% | +48.5% | -29.6% | -16.7% |
| 3Y | -19.4% | +66.9% | -86.3% | -48.8% |
| 5Y | -47.7% | +111.0% | -158.7% | -73.0% |
| All | +123.7% | +246.6% | -122.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling