+696.9%
CLF vs PNR
+3,652.8%
-2,956.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | -2.4% | +9.9% | +9.1% |
| 30D | -1.2% | -12.8% | +11.6% | +6.9% |
| 3M | -13.4% | -17.0% | +3.6% | -5.0% |
| 6M | +15.4% | -37.4% | +52.8% | +50.4% |
| YTD | -5.9% | -41.6% | +35.7% | +27.3% |
| 1Y | +18.8% | -44.6% | +63.4% | +66.2% |
| 3Y | -19.4% | -12.1% | -7.3% | -15.6% |
| 5Y | -47.7% | -17.4% | -30.3% | -43.9% |
| 10Y | +130.4% | +64.0% | +66.4% | +70.8% |
| All | +696.9% | +3,652.8% | -2,956.0% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling