-21.9%
CLX vs PBF
+176.4%
-198.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.4% |
| 7D | -9.2% | +4.3% | -13.5% | -8.9% |
| 30D | -11.0% | +22.0% | -33.0% | -9.4% |
| 3M | +5.0% | +74.5% | -69.5% | +10.2% |
| 6M | -18.8% | +67.7% | -86.5% | -14.7% |
| YTD | -4.4% | +179.2% | -183.6% | -1.3% |
| 1Y | -21.9% | +170.0% | -191.8% | -20.6% |
| All | -21.9% | +176.4% | -198.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling