-47.8%
CLF vs PFG
+110.8%
-158.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | -13.4% | +13.6% | -27.0% | -23.8% |
| 6M | +15.4% | +27.9% | -12.5% | -8.4% |
| YTD | -5.9% | +35.6% | -41.4% | -29.1% |
| 1Y | +18.8% | +48.5% | -29.6% | -18.0% |
| 3Y | -19.4% | +66.9% | -86.3% | -49.6% |
| All | -47.8% | +110.8% | -158.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling