-13.7%
CLF vs PNR
-11.7%
-2.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.1% |
| 7D | +6.5% | -3.0% | +9.5% | +8.4% |
| 30D | +0.2% | -14.9% | +15.2% | +9.8% |
| 3M | -3.1% | -19.0% | +16.0% | +7.3% |
| 6M | +25.0% | -35.9% | +61.0% | +62.4% |
| YTD | -7.5% | -43.1% | +35.7% | +30.0% |
| 1Y | +11.5% | -46.4% | +57.9% | +63.9% |
| 3Y | -13.7% | -10.8% | -2.9% | -0.8% |
| All | -13.7% | -11.7% | -2.0% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling