-33.0%
CLX vs PEGA
+55.9%
-88.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | -9.2% | +3.3% | -12.5% | -9.3% |
| 30D | -11.0% | +17.7% | -28.8% | -11.3% |
| 3M | +5.0% | +5.8% | -0.8% | +4.6% |
| 6M | -18.8% | -20.3% | +1.4% | -19.0% |
| YTD | -4.4% | -37.1% | +32.7% | -4.2% |
| 1Y | -21.9% | -30.2% | +8.4% | -21.9% |
| All | -33.0% | +55.9% | -88.9% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling