+618.5%
CLF vs PTC
+8,796.0%
-8,177.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.3% | -11.9% | -12.2% |
| 7D | -21.0% | -0.1% | -20.9% | -21.0% |
| 30D | -8.0% | +0.8% | -8.8% | -8.2% |
| 3M | -10.9% | +39.6% | -50.5% | -18.6% |
| 6M | +5.8% | +41.5% | -35.7% | -4.7% |
| YTD | -15.1% | +11.7% | -26.8% | -19.6% |
| 1Y | +7.2% | +2.4% | +4.8% | +3.7% |
| 3Y | -34.2% | +31.9% | -66.1% | -40.0% |
| 5Y | -49.6% | +54.5% | -104.1% | -55.8% |
| 10Y | +109.9% | +342.1% | -232.2% | +48.3% |
| All | +618.5% | +8,796.0% | -8,177.5% | +235.1% |
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