-33.6%
CLX vs PFGC
+63.1%
-96.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -3.5% | -2.4% | -1.1% | -3.0% |
| 30D | -11.9% | -15.8% | +3.9% | -8.5% |
| 3M | -2.6% | -0.6% | -2.0% | -2.5% |
| 6M | -18.2% | +10.7% | -28.8% | -19.8% |
| YTD | -5.9% | +7.6% | -13.5% | -7.9% |
| 1Y | -23.8% | -7.8% | -16.0% | -23.3% |
| 3Y | -33.6% | +63.7% | -97.3% | -43.2% |
| All | -33.6% | +63.1% | -96.7% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling