+635.6%
CLF vs PFG
+960.1%
-324.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.8% |
| 7D | -19.6% | -0.6% | -18.9% | -19.4% |
| 30D | -5.0% | +2.0% | -7.0% | -6.8% |
| 3M | -6.3% | -3.2% | -3.1% | -5.5% |
| 6M | +2.8% | +10.9% | -8.1% | -5.2% |
| YTD | -13.7% | +28.8% | -42.6% | -27.2% |
| 1Y | +13.6% | +39.2% | -25.6% | -8.8% |
| 3Y | -34.0% | +75.0% | -109.0% | -53.6% |
| 5Y | -48.7% | +91.9% | -140.7% | -65.8% |
| 10Y | +113.4% | +202.3% | -88.9% | +10.6% |
| All | +635.6% | +960.1% | -324.6% | +85.0% |
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