-32.0%
CLX vs PENG
+101.4%
-133.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.2% |
| 7D | -9.2% | +4.5% | -13.8% | -9.2% |
| 30D | -11.0% | -7.1% | -3.9% | -11.2% |
| 3M | +5.0% | -27.3% | +32.3% | +4.8% |
| 6M | -18.8% | +169.6% | -188.4% | -19.4% |
| YTD | -4.4% | +164.6% | -169.0% | -5.1% |
| 1Y | -21.9% | +109.5% | -131.3% | -22.5% |
| All | -32.0% | +101.4% | -133.4% | -34.3% |
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