+85.6%
CLX vs PBF
+303.9%
-218.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -9.2% | +4.3% | -13.5% | -9.2% |
| 30D | -11.0% | +22.0% | -33.0% | -10.8% |
| 3M | +5.0% | +74.5% | -69.5% | +5.8% |
| 6M | -18.8% | +67.7% | -86.5% | -18.2% |
| YTD | -4.4% | +179.2% | -183.6% | -3.4% |
| 1Y | -21.9% | +170.0% | -191.8% | -21.0% |
| 3Y | -32.8% | +66.4% | -99.1% | -32.2% |
| 5Y | -34.6% | +764.5% | -799.1% | -33.8% |
| 10Y | -4.7% | +358.5% | -363.2% | -5.2% |
| All | +85.6% | +303.9% | -218.3% | +81.6% |
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 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