+4,642.6%
PG vs CLF
+751.2%
+3,891.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.6% | +16.0% | -15.4% | -0.4% |
| 30D | +10.5% | +1.6% | +8.9% | +10.1% |
| 3M | +17.4% | +6.7% | +10.7% | +16.4% |
| 6M | +18.4% | +21.1% | -2.7% | +16.0% |
| YTD | +20.7% | -1.6% | +22.2% | +19.2% |
| 1Y | +16.8% | +18.5% | -1.7% | +13.9% |
| 3Y | +20.1% | -21.0% | +41.2% | +17.1% |
| 5Y | +30.4% | -41.4% | +71.8% | +27.3% |
| 10Y | +163.7% | +86.5% | +77.2% | +119.8% |
| All | +4,642.6% | +751.2% | +3,891.4% | +2,356.0% |
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 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