-34.0%
CLX vs PTC
+6.0%
-40.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.7% |
| 7D | -9.2% | -10.3% | +1.0% | -8.3% |
| 30D | -11.0% | +1.1% | -12.2% | -11.1% |
| 3M | +5.0% | +1.6% | +3.4% | +4.6% |
| 6M | -18.8% | -13.5% | -5.3% | -18.2% |
| YTD | -4.4% | -19.1% | +14.6% | -3.2% |
| 1Y | -21.9% | -33.9% | +12.0% | -19.5% |
| 3Y | -32.8% | -3.9% | -28.9% | -33.9% |
| All | -34.0% | +6.0% | -40.1% | -37.8% |
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