+0.7%
CLX vs PBF
+352.8%
-352.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.8% | -1.5% |
| 7D | -3.5% | +2.4% | -5.9% | -3.5% |
| 30D | -11.9% | +24.9% | -36.7% | -11.4% |
| 3M | -2.6% | +81.9% | -84.5% | -1.3% |
| 6M | -18.2% | +79.4% | -97.5% | -17.0% |
| YTD | -5.9% | +188.3% | -194.2% | -3.9% |
| 1Y | -23.8% | +177.3% | -201.1% | -22.2% |
| 3Y | -33.6% | +56.0% | -89.6% | -32.6% |
| 5Y | -35.7% | +804.0% | -839.7% | -33.0% |
| All | +0.7% | +352.8% | -352.1% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling