-22.6%
CLX vs PFGC
+138.1%
-160.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +9.5% | +3.4% | +6.1% | +8.8% |
| 30D | +30.7% | +16.9% | +13.8% | +26.6% |
| 3M | +4.2% | +6.4% | -2.2% | +2.7% |
| 6M | +22.1% | +16.0% | +6.1% | +18.5% |
| YTD | +14.1% | +23.6% | -9.6% | +9.0% |
| 1Y | +10.3% | +16.6% | -6.3% | +6.4% |
| 3Y | -7.8% | +82.3% | -90.1% | -17.8% |
| All | -22.6% | +138.1% | -160.7% | -33.7% |
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