-26.7%
CLX vs PENG
+31.0%
-57.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.0% | +23.6% | +0.4% |
| 7D | +12.4% | -36.7% | +49.1% | +12.1% |
| 30D | +21.1% | -42.0% | +63.1% | +20.7% |
| 3M | -3.3% | -33.2% | +29.9% | -3.6% |
| 6M | +18.8% | +2.1% | +16.7% | +17.0% |
| YTD | +3.9% | +90.3% | -86.4% | +1.2% |
| 1Y | -3.8% | +67.7% | -71.5% | -6.2% |
| 3Y | -10.5% | +154.2% | -164.8% | -14.8% |
| 5Y | -26.7% | +28.3% | -55.0% | -31.2% |
| All | -26.7% | +31.0% | -57.7% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling