-26.4%
CLX vs PCOR
-7.6%
-18.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +9.5% | +3.0% | +6.5% | +9.5% |
| 30D | +30.7% | +38.7% | -8.0% | +30.6% |
| 3M | +4.2% | +24.9% | -20.6% | +4.0% |
| 6M | +22.1% | +68.8% | -46.7% | +22.2% |
| YTD | +14.1% | +6.7% | +7.4% | +13.8% |
| 1Y | +10.3% | +3.0% | +7.3% | +10.1% |
| 3Y | -7.8% | +48.6% | -56.4% | -7.5% |
| 5Y | -20.8% | -12.7% | -8.2% | -23.9% |
| All | -26.4% | -7.6% | -18.8% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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