+124.6%
CLF vs PPG
+26.9%
+97.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | -3.5% | -6.2% | +2.7% | +2.0% |
| 30D | -1.6% | -7.9% | +6.4% | +5.7% |
| 3M | -12.0% | -10.2% | -1.8% | -4.5% |
| 6M | +30.0% | +2.7% | +27.3% | +25.4% |
| YTD | -9.2% | +4.9% | -14.1% | -14.9% |
| 1Y | +2.3% | -3.2% | +5.5% | +2.2% |
| 3Y | -14.4% | -17.0% | +2.6% | -2.2% |
| 5Y | -48.3% | -23.3% | -25.0% | -38.0% |
| All | +124.6% | +26.9% | +97.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling