+127.6%
CLF vs PNC
+268.7%
-141.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -2.7% | -0.7% | -1.9% | -2.0% |
| 30D | -3.2% | -4.4% | +1.2% | +0.9% |
| 3M | -5.0% | +4.5% | -9.4% | -9.0% |
| 6M | +26.6% | +19.1% | +7.5% | +7.7% |
| YTD | -9.0% | +18.0% | -27.0% | -22.0% |
| 1Y | +11.8% | +24.1% | -12.2% | -8.5% |
| 3Y | -15.1% | +130.0% | -145.1% | -60.2% |
| 5Y | -48.2% | +50.4% | -98.6% | -65.1% |
| 10Y | +127.6% | +271.3% | -143.7% | -43.8% |
| All | +127.6% | +268.7% | -141.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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