+83.5%
CLF vs PNC
+205.2%
-121.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -9.1% | +0.8% | -9.9% | -9.5% |
| 30D | -0.9% | +6.5% | -7.4% | -6.4% |
| 3M | +3.0% | -7.3% | +10.2% | +9.6% |
| 6M | +16.7% | +8.5% | +8.2% | +7.4% |
| YTD | -3.2% | +14.5% | -17.6% | -15.1% |
| 1Y | +24.6% | +29.1% | -4.5% | -1.8% |
| 3Y | -22.3% | +113.7% | -136.0% | -61.0% |
| 5Y | -41.2% | +35.7% | -76.9% | -56.6% |
| All | +83.5% | +205.2% | -121.7% | -32.1% |
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