+5.9%
CLX vs PTC
+10.5%
-4.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +17.4% | +0.8% | +16.6% | +17.3% |
| 30D | +27.8% | +0.7% | +27.0% | +27.7% |
| 3M | +3.0% | +32.6% | -29.6% | -0.4% |
| 6M | +17.5% | +33.6% | -16.0% | +11.7% |
| YTD | +10.0% | +12.4% | -2.5% | +3.9% |
| All | +5.9% | +10.5% | -4.6% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling