+6.9%
CLX vs PENG
+661.7%
-654.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.3% | -3.7% | +5.5% |
| 7D | +17.4% | -3.8% | +21.2% | +17.3% |
| 30D | +27.8% | -40.1% | +67.8% | +28.0% |
| 3M | +3.0% | -21.8% | +24.8% | +3.0% |
| 6M | +17.5% | +3.3% | +14.2% | +16.5% |
| YTD | +10.0% | +133.6% | -123.7% | +7.4% |
| 1Y | +3.3% | +110.7% | -107.4% | +1.0% |
| 3Y | -10.1% | +204.3% | -214.4% | -13.5% |
| 5Y | -23.7% | +54.4% | -78.1% | -26.6% |
| All | +6.9% | +661.7% | -654.8% | -4.4% |
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