+0.7%
CLX vs PFG
+242.8%
-242.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -3.5% | +6.0% | -9.5% | -3.8% |
| 30D | -11.9% | +2.2% | -14.1% | -12.0% |
| 3M | -2.6% | +10.4% | -13.0% | -3.1% |
| 6M | -18.2% | +27.8% | -45.9% | -19.1% |
| YTD | -5.9% | +33.6% | -39.6% | -7.2% |
| 1Y | -23.8% | +49.3% | -73.1% | -25.3% |
| 3Y | -33.6% | +69.7% | -103.3% | -35.2% |
| 5Y | -35.7% | +111.3% | -147.0% | -37.3% |
| All | +0.7% | +242.8% | -242.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling