+70.8%
PAAS vs CLX
-26.4%
+97.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | +13.6% | -5.2% | +7.6% |
| 30D | -7.2% | +23.4% | -30.5% | -8.3% |
| 3M | -14.0% | -2.8% | -11.2% | -14.1% |
| 6M | -26.8% | +14.0% | -40.7% | -27.4% |
| YTD | -19.8% | +4.2% | -24.0% | -19.5% |
| 1Y | +22.8% | -1.2% | +24.0% | +23.3% |
| 3Y | +183.6% | -12.7% | +196.3% | +182.9% |
| All | +70.8% | -26.4% | +97.2% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling