+87.5%
CLF vs PFGC
+363.4%
-275.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.3% | +1.5% | +0.8% | +1.8% |
| 30D | +1.9% | +17.4% | -15.5% | -5.7% |
| 3M | +5.9% | -2.4% | +8.3% | +5.2% |
| 6M | +16.9% | +18.2% | -1.3% | +6.6% |
| YTD | -1.1% | +23.7% | -24.7% | -12.2% |
| 1Y | +28.8% | +15.0% | +13.9% | +17.8% |
| 3Y | -20.6% | +82.3% | -102.9% | -39.8% |
| 5Y | -41.5% | +131.9% | -173.5% | -60.4% |
| 10Y | +87.5% | +353.0% | -265.5% | -4.1% |
| All | +87.5% | +363.4% | -275.9% | -4.1% |
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