+115.6%
CLX vs PBF
+258.1%
-142.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +0.9% |
| 7D | +13.6% | -15.3% | +28.9% | +13.4% |
| 30D | +29.1% | -21.8% | +50.8% | +28.6% |
| 3M | +1.6% | -0.2% | +1.8% | +1.6% |
| 6M | +18.7% | +63.6% | -44.9% | +19.5% |
| YTD | +11.1% | +147.5% | -136.4% | +12.2% |
| 1Y | +7.0% | +69.8% | -62.8% | +7.7% |
| 3Y | -10.0% | +65.3% | -75.3% | -9.3% |
| 5Y | -22.6% | +393.4% | -416.0% | -21.7% |
| 10Y | +29.3% | +240.3% | -211.0% | +29.7% |
| All | +115.6% | +258.1% | -142.4% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling