+11.6%
CLX vs PFGC
+419.1%
-407.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -9.2% | -2.2% | -7.0% | -9.2% |
| 30D | -11.0% | -11.9% | +0.9% | -10.7% |
| 3M | +5.0% | +5.0% | 0.0% | +4.9% |
| 6M | -18.8% | +8.6% | -27.4% | -19.0% |
| YTD | -4.4% | +9.7% | -14.1% | -4.7% |
| 1Y | -21.9% | -6.3% | -15.6% | -21.8% |
| 3Y | -32.8% | +58.2% | -91.0% | -33.3% |
| 5Y | -34.6% | +110.4% | -145.0% | -35.1% |
| 10Y | -4.7% | +272.8% | -277.4% | -6.8% |
| All | +11.6% | +419.1% | -407.6% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling