+696.9%
CLF vs PPG
+2,762.5%
-2,065.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.6% |
| 7D | +7.6% | -1.5% | +9.1% | +8.8% |
| 30D | -1.2% | -5.0% | +3.8% | +2.6% |
| 3M | -13.4% | +1.1% | -14.5% | -14.8% |
| 6M | +15.4% | -3.2% | +18.6% | +17.3% |
| YTD | -5.9% | +11.9% | -17.7% | -14.9% |
| 1Y | +18.8% | +5.3% | +13.5% | +11.8% |
| 3Y | -19.4% | -15.0% | -4.4% | -10.3% |
| 5Y | -47.7% | -19.6% | -28.1% | -40.3% |
| 10Y | +130.4% | +27.0% | +103.3% | +91.6% |
| All | +696.9% | +2,762.5% | -2,065.6% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling