+0.4%
CLX vs PENG
+705.8%
-705.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -9.1% | +14.8% | +5.8% |
| 7D | +14.2% | -20.5% | +34.7% | +14.3% |
| 30D | +22.7% | -20.4% | +43.0% | +22.7% |
| 3M | -2.8% | -16.4% | +13.6% | -2.8% |
| 6M | +17.7% | +49.2% | -31.5% | +16.0% |
| YTD | +3.3% | +147.2% | -143.8% | +0.9% |
| 1Y | -5.6% | +124.7% | -130.3% | -7.8% |
| 3Y | -11.0% | +230.3% | -241.3% | -14.4% |
| 5Y | -27.6% | +71.4% | -99.0% | -30.3% |
| All | +0.4% | +705.8% | -705.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling