-37.6%
CLX vs PPG
-24.6%
-13.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.4% |
| 7D | -5.9% | -5.1% | -0.7% | -4.4% |
| 30D | -17.0% | -9.6% | -7.5% | -14.6% |
| 3M | -9.6% | -6.4% | -3.1% | -8.0% |
| 6M | -21.5% | +0.5% | -22.0% | -21.8% |
| YTD | -8.8% | +4.4% | -13.2% | -10.1% |
| 1Y | -24.7% | -0.9% | -23.8% | -24.8% |
| 3Y | -35.6% | -17.0% | -18.7% | -33.6% |
| 5Y | -37.6% | -23.7% | -14.0% | -36.0% |
| All | -37.6% | -24.6% | -13.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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