-36.8%
CLX vs PEG
+32.7%
-69.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -4.9% | -1.0% | -4.0% | -4.7% |
| 30D | -15.8% | -2.6% | -13.2% | -15.2% |
| 3M | -7.9% | -7.6% | -0.3% | -5.9% |
| 6M | -19.0% | -12.2% | -6.9% | -16.0% |
| YTD | -7.9% | -8.1% | +0.1% | -5.8% |
| 1Y | -25.4% | -7.0% | -18.4% | -24.0% |
| 3Y | -35.0% | +30.6% | -65.6% | -42.0% |
| 5Y | -36.8% | +34.4% | -71.1% | -44.8% |
| All | -36.8% | +32.7% | -69.4% | -44.8% |
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