+2,297.8%
CLX vs PNC
+4,053.5%
-1,755.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -3.5% | +2.3% | -5.8% | -3.9% |
| 30D | -11.9% | -3.8% | -8.0% | -11.4% |
| 3M | -2.6% | +7.8% | -10.4% | -3.7% |
| 6M | -18.2% | +19.7% | -37.9% | -20.3% |
| YTD | -5.9% | +19.1% | -25.0% | -8.4% |
| 1Y | -23.8% | +23.1% | -47.0% | -26.3% |
| 3Y | -33.6% | +132.1% | -165.7% | -41.8% |
| 5Y | -35.7% | +52.2% | -87.9% | -40.8% |
| 10Y | -2.5% | +271.4% | -273.9% | -25.5% |
| All | +2,297.8% | +4,053.5% | -1,755.8% | +814.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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