+2,336.0%
CLX vs PEG
+2,907.1%
-571.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -9.2% | +0.7% | -9.9% | -9.4% |
| 30D | -11.0% | -2.4% | -8.6% | -10.5% |
| 3M | +5.0% | -4.8% | +9.8% | +6.3% |
| 6M | -18.8% | -10.7% | -8.1% | -16.5% |
| YTD | -4.4% | -6.7% | +2.3% | -2.9% |
| 1Y | -21.9% | -6.8% | -15.0% | -20.7% |
| 3Y | -32.8% | +34.5% | -67.2% | -38.4% |
| 5Y | -34.6% | +35.8% | -70.3% | -40.5% |
| 10Y | -4.7% | +141.7% | -146.4% | -27.0% |
| All | +2,336.0% | +2,907.1% | -571.1% | +717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling