-1.4%
CLX vs PFGC
+287.3%
-288.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -4.9% | -3.7% | -1.2% | -4.8% |
| 30D | -15.8% | -16.0% | +0.1% | -15.5% |
| 3M | -7.9% | -4.1% | -3.8% | -7.8% |
| 6M | -19.0% | +8.7% | -27.8% | -19.2% |
| YTD | -7.9% | +6.4% | -14.3% | -8.1% |
| 1Y | -25.4% | -8.4% | -17.0% | -25.3% |
| 3Y | -35.0% | +61.8% | -96.8% | -35.3% |
| 5Y | -36.8% | +108.7% | -145.5% | -36.8% |
| 10Y | -1.4% | +298.1% | -299.6% | -3.6% |
| All | -1.4% | +287.3% | -288.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling