+31.8%
CLX vs PEG
+171.2%
-139.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.8% |
| 7D | +9.5% | +4.5% | +5.0% | +8.2% |
| 30D | +30.7% | +7.5% | +23.2% | +28.1% |
| 3M | +4.2% | +0.8% | +3.4% | +3.9% |
| 6M | +22.1% | 0.0% | +22.1% | +22.0% |
| YTD | +14.1% | -3.0% | +17.1% | +14.8% |
| 1Y | +10.3% | -4.7% | +15.1% | +11.6% |
| 3Y | -7.8% | +36.5% | -44.3% | -16.7% |
| 5Y | -20.8% | +44.4% | -65.2% | -30.0% |
| All | +31.8% | +171.2% | -139.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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