+20.2%
CLF vs PFGC
+12.5%
+7.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +13.5% | -22.7% | -8.2% |
| 7D | -7.9% | +13.9% | -21.7% | -6.9% |
| 30D | +5.2% | +18.4% | -13.1% | +5.6% |
| 3M | +4.3% | -2.5% | +6.8% | +8.3% |
| 6M | +25.3% | +26.0% | -0.8% | +19.4% |
| YTD | -3.3% | +21.9% | -25.2% | -9.3% |
| 1Y | +20.2% | +13.4% | +6.9% | +17.2% |
| All | +20.2% | +12.5% | +7.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling