+696.9%
CLF vs PNC
+4,099.5%
-3,402.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +1.4% | +6.2% | +6.9% |
| 30D | -1.2% | -3.8% | +2.6% | +0.9% |
| 3M | -13.4% | +9.0% | -22.4% | -17.3% |
| 6M | +15.4% | +16.6% | -1.2% | +6.6% |
| YTD | -5.9% | +20.4% | -26.3% | -14.5% |
| 1Y | +18.8% | +22.3% | -3.5% | +7.1% |
| 3Y | -19.4% | +124.5% | -143.9% | -46.1% |
| 5Y | -47.7% | +54.1% | -101.8% | -57.6% |
| 10Y | +130.4% | +276.3% | -145.9% | +30.6% |
| All | +696.9% | +4,099.5% | -3,402.7% | +139.4% |
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