-41.5%
CLF vs PNR
+0.4%
-42.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +2.3% | -3.7% | +6.1% | +4.9% |
| 30D | +1.9% | +33.1% | -31.2% | -15.5% |
| 3M | +5.9% | +3.7% | +2.2% | +2.6% |
| 6M | +16.9% | -7.7% | +24.6% | +19.8% |
| YTD | -1.1% | -32.4% | +31.4% | +25.4% |
| 1Y | +28.8% | -35.0% | +63.8% | +67.8% |
| 3Y | -20.6% | +17.1% | -37.7% | -31.7% |
| 5Y | -41.5% | +0.1% | -41.7% | -53.7% |
| All | -41.5% | +0.4% | -42.0% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling