+267.6%
PM vs CLF
+80.9%
+186.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -7.1% | +2.3% | -9.4% | -7.2% |
| 30D | -2.8% | +1.9% | -4.7% | -3.2% |
| 3M | +6.3% | +5.9% | +0.5% | +5.5% |
| 6M | +9.6% | +16.9% | -7.3% | +7.5% |
| YTD | +25.6% | -1.1% | +26.7% | +23.9% |
| 1Y | +29.7% | +28.8% | +0.8% | +25.3% |
| 3Y | +147.6% | -20.6% | +168.2% | +141.5% |
| 5Y | +160.1% | -41.5% | +201.6% | +154.0% |
| All | +267.6% | +80.9% | +186.7% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling