-17.5%
CLF vs PTC
-3.9%
-13.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +3.6% |
| 7D | +7.6% | -10.3% | +17.8% | +11.0% |
| 30D | -1.2% | +1.1% | -2.3% | -2.3% |
| 3M | -13.4% | +1.6% | -15.0% | -15.1% |
| 6M | +15.4% | -13.5% | +28.9% | +21.6% |
| YTD | -5.9% | -19.1% | +13.2% | +2.1% |
| 1Y | +18.8% | -33.9% | +52.7% | +46.3% |
| All | -17.5% | -3.9% | -13.7% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling