+618.5%
CLF vs PPL
+2,170.9%
-1,552.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.0% | -12.7% |
| 7D | -21.0% | +1.0% | -22.0% | -21.5% |
| 30D | -8.0% | +6.8% | -14.8% | -11.7% |
| 3M | -10.9% | +3.9% | -14.8% | -13.3% |
| 6M | +5.8% | -2.0% | +7.9% | +6.0% |
| YTD | -15.1% | +5.3% | -20.4% | -18.8% |
| 1Y | +7.2% | +2.2% | +5.0% | +4.2% |
| 3Y | -34.2% | +56.7% | -90.9% | -51.0% |
| 5Y | -49.6% | +49.1% | -98.7% | -61.6% |
| 10Y | +109.9% | +63.6% | +46.3% | +47.0% |
| All | +618.5% | +2,170.9% | -1,552.4% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling