+116.3%
CLF vs PFGC
+273.4%
-157.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | +6.5% | -2.4% | +8.9% | +7.6% |
| 30D | +0.2% | -15.8% | +16.0% | +7.3% |
| 3M | -3.1% | -0.6% | -2.5% | -3.6% |
| 6M | +25.0% | +10.7% | +14.4% | +18.7% |
| YTD | -7.5% | +7.6% | -15.1% | -11.8% |
| 1Y | +11.5% | -7.8% | +19.3% | +13.2% |
| 3Y | -13.7% | +63.7% | -77.4% | -30.7% |
| 5Y | -47.0% | +112.3% | -159.2% | -62.5% |
| 10Y | +116.3% | +286.7% | -170.4% | +19.3% |
| All | +116.3% | +273.4% | -157.1% | +19.3% |
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