-47.0%
CLF vs PNC
+52.4%
-99.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.8% |
| 7D | +6.5% | +2.3% | +4.2% | +4.6% |
| 30D | +0.2% | -3.8% | +4.1% | +3.7% |
| 3M | -3.1% | +7.8% | -10.9% | -9.3% |
| 6M | +25.0% | +19.7% | +5.3% | +6.9% |
| YTD | -7.5% | +19.1% | -26.6% | -20.5% |
| 1Y | +11.5% | +23.1% | -11.6% | -6.9% |
| 3Y | -13.7% | +132.1% | -145.8% | -56.5% |
| 5Y | -47.0% | +52.2% | -99.2% | -63.8% |
| All | -47.0% | +52.4% | -99.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling