+80.1%
CLF vs PTC
+326.2%
-246.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.8% |
| 7D | -14.1% | +0.8% | -14.9% | -14.4% |
| 30D | -5.5% | +0.7% | -6.3% | -5.9% |
| 3M | 0.0% | +32.6% | -32.6% | -16.0% |
| 6M | +11.3% | +33.6% | -22.3% | -9.3% |
| YTD | -7.7% | +12.4% | -20.1% | -18.4% |
| 1Y | +17.5% | +11.2% | +6.3% | +4.6% |
| 3Y | -25.4% | +31.7% | -57.1% | -41.4% |
| 5Y | -46.0% | +60.1% | -106.0% | -63.1% |
| 10Y | +80.1% | +317.2% | -237.1% | -27.6% |
| All | +80.1% | +326.2% | -246.1% | -27.6% |
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