-34.0%
CLF vs PTC
+32.2%
-66.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | -19.6% | -0.2% | -19.3% | -19.5% |
| 30D | -5.0% | +0.8% | -5.7% | -5.2% |
| 3M | -6.3% | +32.1% | -38.4% | -14.3% |
| 6M | +2.8% | +42.6% | -39.8% | -10.2% |
| YTD | -13.7% | +12.0% | -25.7% | -15.2% |
| 1Y | +13.6% | +12.2% | +1.4% | +11.5% |
| 3Y | -34.0% | +31.2% | -65.2% | -47.2% |
| All | -34.0% | +32.2% | -66.1% | -47.2% |
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