-26.7%
CLX vs PCOR
-22.6%
-4.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +12.4% | +23.7% | -11.3% | +12.2% |
| 30D | +21.1% | +39.0% | -17.9% | +20.9% |
| 3M | -3.3% | +35.8% | -39.1% | -3.4% |
| 6M | +18.8% | +38.2% | -19.4% | +18.6% |
| YTD | +3.9% | +3.9% | 0.0% | +3.7% |
| 1Y | -3.8% | +5.7% | -9.5% | -4.0% |
| 3Y | -10.5% | +44.8% | -55.3% | -10.4% |
| 5Y | -26.7% | -19.8% | -6.9% | -33.1% |
| All | -26.7% | -22.6% | -4.1% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling