+24.9%
CLX vs PEGA
+99.2%
-74.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.9% | +9.5% | +5.7% |
| 7D | +17.4% | -10.0% | +27.4% | +17.9% |
| 30D | +27.8% | -12.7% | +40.4% | +28.5% |
| 3M | +3.0% | -4.6% | +7.6% | +3.2% |
| 6M | +17.5% | -13.1% | +30.6% | +17.9% |
| YTD | +10.0% | -47.6% | +57.6% | +12.4% |
| 1Y | +3.3% | -47.0% | +50.3% | +5.5% |
| 3Y | -10.1% | +42.0% | -52.1% | -14.2% |
| 5Y | -23.7% | -47.8% | +24.1% | -24.5% |
| 10Y | +24.9% | +92.0% | -67.1% | +5.6% |
| All | +24.9% | +99.2% | -74.3% | +5.6% |
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