-23.8%
CLX vs PEGA
-35.6%
+11.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.5% |
| 7D | -3.5% | -2.4% | -1.1% | -3.5% |
| 30D | -11.9% | +9.6% | -21.5% | -11.9% |
| 3M | -2.6% | +2.3% | -4.9% | -3.6% |
| 6M | -18.2% | -23.9% | +5.7% | -20.1% |
| YTD | -5.9% | -39.8% | +33.9% | -8.2% |
| 1Y | -23.8% | -37.4% | +13.6% | -25.7% |
| All | -23.8% | -35.6% | +11.7% | -25.7% |
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