-51.4%
CLF vs PPL
+47.9%
-99.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.9% |
| 7D | -19.6% | +0.4% | -20.0% | -19.7% |
| 30D | -5.0% | +5.4% | -10.4% | -7.0% |
| 3M | -6.3% | +4.3% | -10.6% | -8.1% |
| 6M | +2.8% | -1.3% | +4.1% | +2.9% |
| YTD | -13.7% | +4.7% | -18.4% | -16.3% |
| 1Y | +13.6% | +1.3% | +12.3% | +11.8% |
| 3Y | -34.0% | +57.2% | -91.2% | -50.9% |
| All | -51.4% | +47.9% | -99.3% | -62.5% |
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