+102.2%
CLX vs PBF
+265.5%
-163.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | +13.6% | -13.8% | +27.3% | +13.4% |
| 30D | +23.4% | -19.6% | +43.0% | +23.0% |
| 3M | -2.8% | +10.3% | -13.1% | -2.7% |
| 6M | +14.0% | +63.4% | -49.5% | +14.8% |
| YTD | +4.2% | +152.6% | -148.5% | +5.2% |
| 1Y | -1.2% | +87.4% | -88.5% | -0.4% |
| 3Y | -12.7% | +63.3% | -75.9% | -12.0% |
| 5Y | -26.5% | +412.5% | -439.0% | -25.6% |
| 10Y | +20.2% | +282.5% | -262.3% | +20.0% |
| All | +102.2% | +265.5% | -163.2% | +97.7% |
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