+8.2%
CLX vs PENG
+720.8%
-712.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | +0.2% |
| 7D | +7.8% | +1.9% | +5.9% | +7.7% |
| 30D | +28.5% | -37.8% | +66.3% | +28.8% |
| 3M | +1.3% | -14.1% | +15.4% | +1.2% |
| 6M | +23.4% | +13.1% | +10.3% | +22.2% |
| YTD | +11.4% | +151.8% | -140.4% | +8.7% |
| 1Y | +6.9% | +136.0% | -129.1% | +4.4% |
| 3Y | -9.8% | +217.9% | -227.7% | -13.1% |
| 5Y | -22.7% | +64.1% | -86.8% | -25.6% |
| All | +8.2% | +720.8% | -712.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling