-2.5%
CLX vs PTC
+204.7%
-207.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.2% |
| 7D | -3.5% | -12.8% | +9.2% | -2.8% |
| 30D | -11.9% | -9.8% | -2.1% | -11.3% |
| 3M | -2.6% | -2.1% | -0.6% | -2.6% |
| 6M | -18.2% | -18.1% | -0.1% | -17.5% |
| YTD | -5.9% | -23.5% | +17.6% | -4.8% |
| 1Y | -23.8% | -37.4% | +13.5% | -22.2% |
| 3Y | -33.6% | -7.2% | -26.4% | -33.8% |
| 5Y | -35.7% | +2.7% | -38.3% | -36.5% |
| 10Y | -2.5% | +203.4% | -205.9% | -16.1% |
| All | -2.5% | +204.7% | -207.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling