+4,006.0%
PG vs CLF
+714.0%
+3,292.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +1.9% | +7.6% | -5.7% | +1.4% |
| 30D | -0.2% | -1.2% | +0.9% | -0.2% |
| 3M | +4.8% | -13.4% | +18.2% | +5.4% |
| 6M | -6.1% | +15.4% | -21.5% | -7.5% |
| YTD | +4.5% | -5.9% | +10.3% | +3.9% |
| 1Y | -5.3% | +18.8% | -24.1% | -7.8% |
| 3Y | +2.6% | -19.4% | +22.0% | +0.1% |
| 5Y | +15.6% | -47.7% | +63.3% | +13.9% |
| 10Y | +118.0% | +130.4% | -12.4% | +78.7% |
| All | +4,006.0% | +714.0% | +3,292.0% | +2,040.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling