-35.7%
CLX vs PEG
+38.2%
-73.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -3.5% | +1.0% | -4.6% | -3.8% |
| 30D | -11.9% | -1.9% | -10.0% | -11.4% |
| 3M | -2.6% | -3.7% | +1.1% | -1.6% |
| 6M | -18.2% | -9.4% | -8.7% | -15.9% |
| YTD | -5.9% | -6.0% | +0.1% | -4.3% |
| 1Y | -23.8% | -4.4% | -19.5% | -23.1% |
| 3Y | -33.6% | +33.5% | -67.1% | -41.1% |
| 5Y | -35.7% | +35.7% | -71.4% | -44.1% |
| All | -35.7% | +38.2% | -73.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling