-48.2%
CLF vs PNR
-20.0%
-28.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -0.2% |
| 30D | -3.2% | -13.8% | +10.6% | +6.1% |
| 3M | -5.0% | -22.5% | +17.6% | +9.6% |
| 6M | +26.6% | -37.2% | +63.7% | +68.4% |
| YTD | -9.0% | -44.2% | +35.3% | +31.2% |
| 1Y | +11.8% | -46.6% | +58.5% | +66.6% |
| 3Y | -15.1% | -12.5% | -2.6% | -11.4% |
| All | -48.2% | -20.0% | -28.2% | -48.0% |
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