+836.5%
PM vs CLF
-72.5%
+908.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -7.1% | +2.3% | -9.4% | -7.3% |
| 30D | -2.8% | +1.9% | -4.7% | -3.2% |
| 3M | +6.3% | +5.9% | +0.5% | +5.3% |
| 6M | +9.6% | +16.9% | -7.3% | +7.2% |
| YTD | +25.6% | -1.1% | +26.7% | +23.6% |
| 1Y | +29.7% | +28.8% | +0.8% | +24.8% |
| 3Y | +147.6% | -20.6% | +168.2% | +139.5% |
| 5Y | +160.1% | -41.5% | +201.6% | +152.2% |
| 10Y | +260.9% | +87.5% | +173.4% | +190.7% |
| All | +836.5% | -72.5% | +908.9% | +634.0% |
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