-25.4%
CLF vs PTC
+30.6%
-56.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.9% |
| 7D | -14.1% | +0.8% | -14.9% | -14.3% |
| 30D | -5.5% | +0.7% | -6.3% | -5.7% |
| 3M | 0.0% | +32.6% | -32.6% | -8.7% |
| 6M | +11.3% | +33.6% | -22.3% | +0.8% |
| YTD | -7.7% | +12.4% | -20.1% | -9.4% |
| 1Y | +17.5% | +11.2% | +6.3% | +16.2% |
| 3Y | -25.4% | +31.7% | -57.1% | -37.7% |
| All | -25.4% | +30.6% | -56.0% | -37.7% |
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