+8.6%
CLX vs PENG
+136.5%
-127.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.3% |
| 7D | +8.5% | +34.6% | -26.1% | +9.7% |
| 30D | +30.0% | -35.9% | +65.9% | +28.2% |
| 3M | +3.8% | -14.7% | +18.5% | +3.3% |
| 6M | +24.6% | +13.5% | +11.1% | +20.8% |
| YTD | +12.8% | +156.1% | -143.4% | +4.4% |
| 1Y | +8.6% | +141.3% | -132.7% | +0.7% |
| All | +8.6% | +136.5% | -127.9% | +0.7% |
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