+2.3%
CLF vs PPG
-0.8%
+3.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -3.5% | -6.2% | +2.7% | +0.3% |
| 30D | -1.6% | -7.9% | +6.4% | +3.4% |
| 3M | -12.0% | -10.2% | -1.8% | -6.7% |
| 6M | +30.0% | +2.7% | +27.3% | +28.0% |
| YTD | -9.2% | +4.9% | -14.1% | -13.1% |
| 1Y | +2.3% | -3.2% | +5.5% | -2.1% |
| All | +2.3% | -0.8% | +3.0% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling