+28.8%
CLF vs PNR
-35.4%
+64.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.3% | -3.7% | +6.1% | +3.4% |
| 30D | +1.9% | +33.1% | -31.2% | -5.5% |
| 3M | +5.9% | +3.7% | +2.2% | +6.1% |
| 6M | +16.9% | -7.7% | +24.6% | +21.3% |
| YTD | -1.1% | -32.4% | +31.4% | +18.3% |
| 1Y | +28.8% | -35.0% | +63.8% | +57.4% |
| All | +28.8% | -35.4% | +64.2% | +57.4% |
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