+830.8%
CLX vs PEGA
+1,209.2%
-378.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | +5.0% | +5.8% | -0.8% | +4.8% |
| 6M | -18.8% | -20.3% | +1.4% | -18.5% |
| YTD | -4.4% | -37.1% | +32.7% | -3.5% |
| 1Y | -21.9% | -30.2% | +8.4% | -21.4% |
| 3Y | -32.8% | +48.1% | -80.9% | -34.3% |
| 5Y | -34.6% | -46.8% | +12.2% | -34.8% |
| 10Y | -4.7% | +191.3% | -196.0% | -9.9% |
| All | +830.8% | +1,209.2% | -378.4% | +728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling