-23.4%
CLF vs PPG
+2.6%
-26.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.4% | +0.7% | +9.6% | +9.8% |
| 30D | +0.6% | +17.6% | -17.0% | -12.1% |
| 3M | +4.1% | +7.5% | -3.3% | -2.3% |
| 6M | +15.1% | +17.6% | -2.5% | -0.3% |
| YTD | -4.7% | +22.6% | -27.3% | -22.2% |
| 1Y | +20.4% | +28.0% | -7.6% | -5.7% |
| 3Y | -23.4% | +1.8% | -25.2% | -27.6% |
| All | -23.4% | +2.6% | -26.0% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling