+737.7%
CLF vs PNC
+3,903.5%
-3,165.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +2.3% | -0.6% | +3.0% | +2.9% |
| 30D | +1.9% | +5.8% | -3.9% | -1.0% |
| 3M | +5.9% | -7.9% | +13.8% | +10.3% |
| 6M | +16.9% | +10.0% | +6.9% | +10.9% |
| YTD | -1.1% | +14.8% | -15.9% | -8.1% |
| 1Y | +28.8% | +29.7% | -0.8% | +12.5% |
| 3Y | -20.6% | +114.4% | -135.0% | -45.7% |
| 5Y | -41.5% | +36.0% | -77.5% | -49.8% |
| 10Y | +87.5% | +204.7% | -117.2% | +16.1% |
| All | +737.7% | +3,903.5% | -3,165.8% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling