+501.2%
CLX vs PFG
+1,008.7%
-507.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +13.6% | +3.0% | +10.7% | +13.3% |
| 30D | +29.1% | +8.2% | +20.9% | +28.0% |
| 3M | +1.6% | +2.7% | -1.1% | +1.3% |
| 6M | +18.7% | +17.2% | +1.5% | +16.6% |
| YTD | +11.1% | +34.8% | -23.7% | +7.4% |
| 1Y | +7.0% | +43.6% | -36.6% | +2.8% |
| 3Y | -10.0% | +85.4% | -95.4% | -16.3% |
| 5Y | -22.6% | +102.2% | -124.8% | -29.3% |
| 10Y | +29.3% | +190.2% | -160.9% | +9.4% |
| All | +501.2% | +1,008.7% | -507.5% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling