-32.8%
CLX vs PCOR
-10.3%
-22.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +13.6% | +22.7% | -9.1% | +13.5% |
| 30D | +23.4% | +37.5% | -14.1% | +23.3% |
| 3M | -2.8% | +35.2% | -38.0% | -2.9% |
| 6M | +14.0% | +42.2% | -28.3% | +13.9% |
| YTD | +4.2% | +3.6% | +0.6% | +4.0% |
| 1Y | -1.2% | -4.8% | +3.6% | -1.4% |
| 3Y | -12.7% | +48.3% | -61.0% | -12.4% |
| 5Y | -26.5% | -20.1% | -6.4% | -29.5% |
| All | -32.8% | -10.3% | -22.5% | -34.9% |
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