-7.8%
CLX vs PENG
+209.7%
-217.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.6% | +1.0% |
| 7D | +9.5% | +13.2% | -3.7% | +9.8% |
| 30D | +30.7% | -29.9% | +60.6% | +29.8% |
| 3M | +4.2% | -22.2% | +26.5% | +3.8% |
| 6M | +22.1% | -1.9% | +24.0% | +21.3% |
| YTD | +14.1% | +142.1% | -128.1% | +12.8% |
| 1Y | +10.3% | +151.5% | -141.2% | +9.1% |
| 3Y | -7.8% | +206.9% | -214.7% | -13.6% |
| All | -7.8% | +209.7% | -217.5% | -13.6% |
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 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