+852.8%
PM vs CLF
-76.4%
+929.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.2% | +7.6% | -3.7% |
| 7D | -3.4% | -21.0% | +17.6% | -1.7% |
| 30D | +5.8% | -8.0% | +13.8% | +6.2% |
| 3M | +6.7% | -10.9% | +17.6% | +7.0% |
| 6M | +19.9% | +5.8% | +14.1% | +18.0% |
| YTD | +27.8% | -15.1% | +42.9% | +27.2% |
| 1Y | +39.4% | +7.2% | +32.2% | +36.1% |
| 3Y | +146.9% | -34.2% | +181.1% | +142.4% |
| 5Y | +166.6% | -49.6% | +216.2% | +161.3% |
| 10Y | +242.1% | +109.9% | +132.2% | +172.2% |
| All | +852.8% | -76.4% | +929.2% | +655.6% |
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