-49.6%
CLF vs PPL
+47.7%
-97.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.0% | -12.5% |
| 7D | -21.0% | +1.0% | -22.0% | -21.3% |
| 30D | -8.0% | +6.8% | -14.8% | -10.4% |
| 3M | -10.9% | +3.9% | -14.8% | -12.4% |
| 6M | +5.8% | -2.0% | +7.9% | +6.2% |
| YTD | -15.1% | +5.3% | -20.4% | -17.8% |
| 1Y | +7.2% | +2.2% | +5.0% | +5.2% |
| 3Y | -34.2% | +56.7% | -90.9% | -50.8% |
| 5Y | -49.6% | +49.1% | -98.7% | -60.9% |
| All | -49.6% | +47.7% | -97.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling