+74.6%
CLF vs PTC
+312.5%
-237.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.4% | +0.5% | +9.9% | +10.1% |
| 30D | +0.6% | +1.2% | -0.7% | 0.0% |
| 3M | +4.1% | +27.4% | -23.2% | -10.6% |
| 6M | +15.1% | +39.2% | -24.1% | -8.3% |
| YTD | -4.7% | +12.5% | -17.3% | -15.8% |
| 1Y | +20.4% | +12.3% | +8.1% | +6.5% |
| 3Y | -23.4% | +28.8% | -52.2% | -39.0% |
| 5Y | -43.3% | +60.9% | -104.2% | -61.4% |
| All | +74.6% | +312.5% | -237.8% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling