+44.0%
PAAS vs CLX
-24.4%
+68.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +2.0% | -3.5% | +5.5% | +2.5% |
| 30D | -0.1% | -11.9% | +11.8% | +1.4% |
| 3M | +8.2% | -2.6% | +10.9% | +8.9% |
| 6M | -13.8% | -18.2% | +4.4% | -11.1% |
| YTD | -0.6% | -5.9% | +5.3% | +10.2% |
| 1Y | +44.0% | -23.8% | +67.8% | +38.1% |
| All | +44.0% | -24.4% | +68.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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