-35.7%
CLX vs PFGC
+110.5%
-146.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -3.5% | -2.4% | -1.1% | -3.1% |
| 30D | -11.9% | -15.8% | +3.9% | -9.3% |
| 3M | -2.6% | -0.6% | -2.0% | -2.5% |
| 6M | -18.2% | +10.7% | -28.8% | -19.5% |
| YTD | -5.9% | +7.6% | -13.5% | -7.4% |
| 1Y | -23.8% | -7.8% | -16.0% | -23.3% |
| 3Y | -33.6% | +63.7% | -97.3% | -39.0% |
| 5Y | -35.7% | +112.3% | -147.9% | -42.8% |
| All | -35.7% | +110.5% | -146.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling