+80.1%
CLF vs PFGC
+360.0%
-279.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.0% | +3.0% | +5.4% |
| 7D | -14.1% | +10.8% | -24.9% | -18.3% |
| 30D | -5.5% | +17.8% | -23.3% | -12.7% |
| 3M | 0.0% | -2.7% | +2.7% | -0.5% |
| 6M | +11.3% | +20.0% | -8.8% | +0.9% |
| YTD | -7.7% | +24.3% | -32.0% | -18.2% |
| 1Y | +17.5% | +13.2% | +4.3% | +8.2% |
| 3Y | -25.4% | +85.9% | -111.3% | -43.9% |
| 5Y | -46.0% | +141.0% | -187.0% | -64.0% |
| 10Y | +80.1% | +370.6% | -290.5% | -7.6% |
| All | +80.1% | +360.0% | -279.9% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling