+87.5%
CLF vs PFG
+189.4%
-101.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +3.1% |
| 7D | +2.3% | -2.2% | +4.6% | +4.7% |
| 30D | +1.9% | +6.4% | -4.4% | -3.9% |
| 3M | +5.9% | +2.2% | +3.6% | +2.3% |
| 6M | +16.9% | +16.3% | +0.6% | +0.3% |
| YTD | -1.1% | +33.2% | -34.3% | -24.1% |
| 1Y | +28.8% | +40.6% | -11.8% | -5.8% |
| 3Y | -20.6% | +83.3% | -104.0% | -53.6% |
| 5Y | -41.5% | +97.7% | -139.3% | -68.3% |
| 10Y | +87.5% | +189.9% | -102.3% | -35.3% |
| All | +87.5% | +189.4% | -101.8% | -35.3% |
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