-4.4%
CLX vs PNR
+66.2%
-70.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -5.7% | -6.0% | +0.3% | -4.8% |
| 30D | -17.0% | -14.0% | -3.0% | -15.1% |
| 3M | -9.7% | -21.7% | +12.0% | -6.6% |
| 6M | -19.8% | -37.3% | +17.4% | -14.4% |
| YTD | -9.8% | -45.1% | +35.3% | -2.1% |
| 1Y | -26.2% | -49.1% | +23.0% | -19.0% |
| 3Y | -36.2% | -14.8% | -21.3% | -35.3% |
| 5Y | -38.3% | -21.0% | -17.3% | -38.9% |
| All | -4.4% | +66.2% | -70.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling