-26.9%
CLX vs PTC
+55.9%
-82.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | +23.4% | +0.8% | +22.6% | +23.3% |
| 3M | -2.8% | +32.1% | -35.0% | -6.0% |
| 6M | +14.0% | +42.6% | -28.6% | +9.1% |
| YTD | +4.2% | +12.0% | -7.8% | +1.8% |
| 1Y | -1.2% | +12.2% | -13.3% | -3.5% |
| 3Y | -12.7% | +31.2% | -43.9% | -17.3% |
| All | -26.9% | +55.9% | -82.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling