-2.5%
CLX vs PEGA
+175.4%
-177.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.4% |
| 7D | -3.5% | -2.4% | -1.1% | -3.5% |
| 30D | -11.9% | +9.6% | -21.5% | -12.2% |
| 3M | -2.6% | +2.3% | -4.9% | -2.9% |
| 6M | -18.2% | -23.9% | +5.7% | -17.5% |
| YTD | -5.9% | -39.8% | +33.9% | -4.4% |
| 1Y | -23.8% | -37.4% | +13.6% | -22.8% |
| 3Y | -33.6% | +53.1% | -86.7% | -36.7% |
| 5Y | -35.7% | -47.2% | +11.6% | -36.1% |
| 10Y | -2.5% | +174.3% | -176.9% | -19.9% |
| All | -2.5% | +175.4% | -177.9% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling