+696.9%
CLF vs PTC
+6,346.6%
-5,649.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +3.2% |
| 7D | +7.6% | -10.3% | +17.8% | +10.2% |
| 30D | -1.2% | +1.1% | -2.3% | -1.8% |
| 3M | -13.4% | +1.6% | -15.0% | -14.7% |
| 6M | +15.4% | -13.5% | +28.9% | +17.6% |
| YTD | -5.9% | -19.1% | +13.2% | -3.1% |
| 1Y | +18.8% | -33.9% | +52.7% | +28.6% |
| 3Y | -19.4% | -3.9% | -15.5% | -20.2% |
| 5Y | -47.7% | +6.0% | -53.8% | -49.6% |
| 10Y | +130.4% | +223.7% | -93.4% | +76.2% |
| All | +696.9% | +6,346.6% | -5,649.8% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling