+31.8%
CLX vs PEGA
+97.3%
-65.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.1% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +30.7% | -4.1% | +34.8% | +30.9% |
| 3M | +4.2% | -2.8% | +7.1% | +4.3% |
| 6M | +22.1% | -0.4% | +22.6% | +21.8% |
| YTD | +14.1% | -45.4% | +59.5% | +16.4% |
| 1Y | +10.3% | -42.6% | +52.9% | +12.2% |
| 3Y | -7.8% | +45.4% | -53.2% | -12.0% |
| 5Y | -20.8% | -44.6% | +23.7% | -21.9% |
| All | +31.8% | +97.3% | -65.5% | +13.0% |
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