-17.5%
CLF vs PFG
+67.7%
-85.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +3.2% |
| 7D | +7.6% | +5.5% | +2.0% | +2.0% |
| 30D | -1.2% | +2.4% | -3.6% | -3.6% |
| 3M | -13.4% | +13.6% | -27.0% | -24.0% |
| 6M | +15.4% | +27.9% | -12.5% | -9.0% |
| YTD | -5.9% | +35.6% | -41.4% | -29.6% |
| 1Y | +18.8% | +48.5% | -29.6% | -18.7% |
| All | -17.5% | +67.7% | -85.2% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling