-47.8%
CLF vs PFGC
+111.4%
-159.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +7.6% | -2.2% | +9.8% | +8.8% |
| 30D | -1.2% | -11.9% | +10.8% | +4.9% |
| 3M | -13.4% | +5.0% | -18.4% | -16.7% |
| 6M | +15.4% | +8.6% | +6.8% | +8.9% |
| YTD | -5.9% | +9.7% | -15.6% | -12.7% |
| 1Y | +18.8% | -6.3% | +25.1% | +19.8% |
| 3Y | -19.4% | +58.2% | -77.6% | -38.4% |
| All | -47.8% | +111.4% | -159.2% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling