-12.7%
CLX vs PENG
+184.4%
-197.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | +0.6% |
| 7D | +13.6% | -19.4% | +33.0% | +13.1% |
| 30D | +23.4% | -42.4% | +65.7% | +22.0% |
| 3M | -2.8% | -25.6% | +22.8% | -3.3% |
| 6M | +14.0% | +7.3% | +6.7% | +12.7% |
| YTD | +4.2% | +113.9% | -109.7% | +2.7% |
| 1Y | -1.2% | +93.6% | -94.7% | -2.7% |
| 3Y | -12.7% | +170.2% | -182.9% | -17.7% |
| All | -12.7% | +184.4% | -197.1% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling