+143.9%
PM vs CLF
-33.4%
+177.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | -5.2% | -19.6% | +14.4% | -5.8% |
| 30D | +2.7% | -5.0% | +7.7% | +2.7% |
| 3M | +5.2% | -6.3% | +11.5% | +5.3% |
| 6M | +17.0% | +2.8% | +14.2% | +17.5% |
| YTD | +25.5% | -13.7% | +39.2% | +25.7% |
| 1Y | +35.5% | +13.6% | +21.9% | +36.7% |
| 3Y | +143.9% | -34.0% | +177.9% | +140.2% |
| All | +143.9% | -33.4% | +177.3% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling