-8.9%
CLX vs PTC
+29.3%
-38.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +8.5% | +0.8% | +7.7% | +8.4% |
| 30D | +30.0% | +1.2% | +28.8% | +29.8% |
| 3M | +3.8% | +32.6% | -28.8% | +0.8% |
| 6M | +24.6% | +36.1% | -11.5% | +20.1% |
| YTD | +12.8% | +12.7% | +0.1% | +9.7% |
| 1Y | +8.6% | +10.2% | -1.6% | +5.8% |
| All | -8.9% | +29.3% | -38.1% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling