+126.4%
CLF vs PTC
+224.0%
-97.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +4.9% |
| 7D | +7.6% | -10.3% | +17.8% | +13.5% |
| 30D | -1.2% | +1.1% | -2.3% | -2.8% |
| 3M | -13.4% | +1.6% | -15.0% | -16.7% |
| 6M | +15.4% | -13.5% | +28.9% | +20.4% |
| YTD | -5.9% | -19.1% | +13.2% | +0.7% |
| 1Y | +18.8% | -33.9% | +52.7% | +44.0% |
| 3Y | -19.4% | -3.9% | -15.5% | -24.0% |
| 5Y | -47.7% | +6.0% | -53.8% | -54.5% |
| All | +126.4% | +224.0% | -97.6% | +5.9% |
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