-5.3%
PG vs CLF
+20.0%
-25.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +1.9% | +7.6% | -5.7% | +1.7% |
| 30D | -0.2% | -1.2% | +0.9% | -0.3% |
| 3M | +4.8% | -13.4% | +18.2% | +5.1% |
| 6M | -6.1% | +15.4% | -21.5% | -6.9% |
| YTD | +4.5% | -5.9% | +10.3% | +3.7% |
| 1Y | -5.3% | +18.8% | -24.1% | -5.0% |
| All | -5.3% | +20.0% | -25.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling