+495.2%
CLX vs PFG
+1,003.0%
-507.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.5% | +5.1% |
| 7D | +17.4% | +2.3% | +15.1% | +17.1% |
| 30D | +27.8% | +7.6% | +20.2% | +26.8% |
| 3M | +3.0% | +2.5% | +0.5% | +2.7% |
| 6M | +17.5% | +16.6% | +0.9% | +15.5% |
| YTD | +10.0% | +34.1% | -24.1% | +6.4% |
| 1Y | +3.3% | +44.1% | -40.8% | -0.8% |
| 3Y | -10.1% | +86.3% | -96.4% | -16.5% |
| 5Y | -23.7% | +101.6% | -125.3% | -30.3% |
| 10Y | +24.9% | +197.9% | -173.0% | +5.2% |
| All | +495.2% | +1,003.0% | -507.8% | +283.2% |
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