+981.7%
CLX vs PEGA
+1,005.9%
-24.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +13.6% | -8.2% | +21.9% | +13.9% |
| 30D | +29.1% | -11.6% | +40.6% | +29.5% |
| 3M | +1.6% | -4.2% | +5.7% | +1.7% |
| 6M | +18.7% | -12.0% | +30.7% | +19.0% |
| YTD | +11.1% | -46.9% | +58.0% | +12.7% |
| 1Y | +7.0% | -47.0% | +54.0% | +8.5% |
| 3Y | -10.0% | +40.9% | -50.9% | -11.9% |
| 5Y | -22.6% | -45.4% | +22.7% | -22.9% |
| 10Y | +29.3% | +95.9% | -66.6% | +23.6% |
| All | +981.7% | +1,005.9% | -24.2% | +867.7% |
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 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