-5.6%
CLX vs PEGA
-44.4%
+38.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +14.2% | -2.9% | +17.0% | +14.3% |
| 30D | +22.7% | -0.5% | +23.2% | +22.7% |
| 3M | -2.8% | +8.5% | -11.3% | -2.8% |
| 6M | +17.7% | -6.3% | +24.0% | +16.3% |
| YTD | +3.3% | -42.2% | +45.5% | +0.5% |
| 1Y | -5.6% | -43.4% | +37.8% | -6.8% |
| All | -5.6% | -44.4% | +38.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling