-23.7%
CLX vs PCOR
-14.6%
-9.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.6% |
| 7D | +17.4% | +22.2% | -4.8% | +17.2% |
| 30D | +27.8% | +36.0% | -8.3% | +27.5% |
| 3M | +3.0% | +34.0% | -31.0% | +2.8% |
| 6M | +17.5% | +43.5% | -26.0% | +17.3% |
| YTD | +10.0% | +5.1% | +4.9% | +9.7% |
| 1Y | +3.3% | -3.9% | +7.2% | +3.0% |
| 3Y | -10.1% | +52.9% | -63.1% | -10.0% |
| 5Y | -23.7% | -18.7% | -5.1% | -30.5% |
| All | -23.7% | -14.6% | -9.2% | -30.5% |
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