-26.2%
CLX vs PNR
-47.6%
+21.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -5.7% | -6.0% | +0.3% | -4.4% |
| 30D | -17.0% | -14.0% | -3.0% | -14.3% |
| 3M | -9.7% | -21.7% | +12.0% | -6.1% |
| 6M | -19.8% | -37.3% | +17.4% | -13.5% |
| YTD | -9.8% | -45.1% | +35.3% | -1.8% |
| 1Y | -26.2% | -49.1% | +23.0% | -20.3% |
| All | -26.2% | -47.6% | +21.4% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling