+417.4%
CLX vs PFG
+1,015.3%
-597.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -9.2% | +5.5% | -14.8% | -9.8% |
| 30D | -11.0% | +2.4% | -13.4% | -11.3% |
| 3M | +5.0% | +13.6% | -8.5% | +3.6% |
| 6M | -18.8% | +27.9% | -46.7% | -21.0% |
| YTD | -4.4% | +35.6% | -40.0% | -7.6% |
| 1Y | -21.9% | +48.5% | -70.3% | -25.3% |
| 3Y | -32.8% | +66.9% | -99.6% | -36.8% |
| 5Y | -34.6% | +111.0% | -145.5% | -40.5% |
| 10Y | -4.7% | +244.5% | -249.2% | -21.1% |
| All | +417.4% | +1,015.3% | -597.9% | +232.7% |
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