-36.8%
CLX vs PFG
+109.8%
-146.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.9% | +3.2% | -8.1% | -5.4% |
| 30D | -15.8% | +0.9% | -16.8% | -16.0% |
| 3M | -7.9% | +7.7% | -15.6% | -9.0% |
| 6M | -19.0% | +29.0% | -48.0% | -21.9% |
| YTD | -7.9% | +32.5% | -40.4% | -11.6% |
| 1Y | -25.4% | +47.3% | -72.7% | -29.4% |
| 3Y | -35.0% | +68.2% | -103.2% | -40.0% |
| 5Y | -36.8% | +108.5% | -145.2% | -42.8% |
| All | -36.8% | +109.8% | -146.6% | -42.8% |
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