+18.8%
CLF vs PNR
-43.1%
+61.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -2.4% | +9.9% | +8.5% |
| 30D | -1.2% | -12.8% | +11.6% | +3.8% |
| 3M | -13.4% | -17.0% | +3.6% | -8.4% |
| 6M | +15.4% | -37.4% | +52.8% | +44.7% |
| YTD | -5.9% | -41.6% | +35.7% | +20.8% |
| 1Y | +18.8% | -44.6% | +63.4% | +63.4% |
| All | +18.8% | -43.1% | +61.9% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling