-1.4%
CLX vs PENG
+68.1%
-69.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.0% | +23.6% | -0.4% |
| 7D | +12.4% | -36.7% | +49.1% | +10.5% |
| 30D | +21.1% | -42.0% | +63.1% | +18.8% |
| 3M | -3.3% | -33.2% | +29.9% | -4.6% |
| 6M | +18.8% | +2.1% | +16.7% | +13.3% |
| YTD | +3.9% | +90.3% | -86.4% | -3.7% |
| All | -1.4% | +68.1% | -69.5% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling