-26.9%
CLX vs PEGA
-45.3%
+18.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +0.4% |
| 7D | +13.6% | -4.5% | +18.1% | +13.8% |
| 30D | +23.4% | -5.7% | +29.0% | +23.6% |
| 3M | -2.8% | +2.6% | -5.4% | -2.9% |
| 6M | +14.0% | -10.6% | +24.6% | +14.1% |
| YTD | +4.2% | -45.5% | +49.7% | +5.5% |
| 1Y | -1.2% | -44.8% | +43.6% | 0.0% |
| 3Y | -12.7% | +45.5% | -58.2% | -15.9% |
| All | -26.9% | -45.3% | +18.4% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling