-23.7%
CLX vs PFG
+101.8%
-125.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.5% | +4.9% |
| 7D | +17.4% | +2.3% | +15.1% | +17.0% |
| 30D | +27.8% | +7.6% | +20.2% | +26.4% |
| 3M | +3.0% | +2.5% | +0.5% | +2.5% |
| 6M | +17.5% | +16.6% | +0.9% | +14.8% |
| YTD | +10.0% | +34.1% | -24.1% | +5.3% |
| 1Y | +3.3% | +44.1% | -40.8% | -2.1% |
| 3Y | -10.1% | +86.3% | -96.4% | -18.0% |
| 5Y | -23.7% | +101.6% | -125.3% | -29.6% |
| All | -23.7% | +101.8% | -125.5% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling