+738.9%
CLF vs PFG
+979.8%
-240.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | +16.0% | +0.1% | +15.8% | +15.9% |
| 30D | +1.6% | +5.0% | -3.3% | -1.9% |
| 3M | +6.7% | +0.1% | +6.6% | +5.5% |
| 6M | +21.1% | +13.8% | +7.3% | +10.0% |
| YTD | -1.6% | +31.2% | -32.8% | -17.9% |
| 1Y | +18.5% | +37.1% | -18.6% | -3.9% |
| 3Y | -21.0% | +80.6% | -101.6% | -45.6% |
| 5Y | -41.4% | +93.7% | -135.1% | -61.0% |
| 10Y | +86.5% | +185.5% | -99.0% | -0.5% |
| All | +738.9% | +979.8% | -240.9% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling