-13.7%
CLF vs PNC
+133.3%
-147.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.7% |
| 7D | +6.5% | +2.3% | +4.2% | +4.5% |
| 30D | +0.2% | -3.8% | +4.1% | +3.7% |
| 3M | -3.1% | +7.8% | -10.9% | -9.6% |
| 6M | +25.0% | +19.7% | +5.3% | +6.1% |
| YTD | -7.5% | +19.1% | -26.6% | -21.0% |
| 1Y | +11.5% | +23.1% | -11.6% | -7.8% |
| 3Y | -13.7% | +132.1% | -145.8% | -52.6% |
| All | -13.7% | +133.3% | -147.0% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling