+160.1%
PM vs CLF
-41.3%
+201.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.1% |
| 7D | -7.1% | +2.3% | -9.4% | -7.1% |
| 30D | -2.8% | +1.9% | -4.7% | -2.8% |
| 3M | +6.3% | +5.9% | +0.5% | +6.3% |
| 6M | +9.6% | +16.9% | -7.3% | +9.4% |
| YTD | +25.6% | -1.1% | +26.7% | +25.5% |
| 1Y | +29.7% | +28.8% | +0.8% | +29.0% |
| 3Y | +147.6% | -20.6% | +168.2% | +148.9% |
| 5Y | +160.1% | -41.5% | +201.6% | +158.8% |
| All | +160.1% | -41.3% | +201.4% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling