+20.2%
CLF vs PTC
+0.1%
+20.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.2% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | +5.2% | +1.5% | +3.7% | +5.2% |
| 3M | +4.3% | +37.8% | -33.5% | +3.0% |
| 6M | +25.3% | +41.2% | -16.0% | +23.0% |
| YTD | -3.3% | +12.0% | -15.4% | -0.6% |
| 1Y | +20.2% | +1.6% | +18.6% | +31.1% |
| All | +20.2% | +0.1% | +20.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling