+72.9%
PBR vs CLX
-6.5%
+79.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.7% | -12.7% | -5.7% |
| 7D | -11.0% | +14.2% | -25.2% | -8.5% |
| 30D | -18.8% | +22.7% | -41.4% | -15.4% |
| 3M | +7.8% | -2.8% | +10.6% | +7.4% |
| 6M | -7.6% | +17.7% | -25.3% | -5.3% |
| YTD | +72.7% | +3.3% | +69.3% | +76.4% |
| 1Y | +72.9% | -5.6% | +78.6% | +76.2% |
| All | +72.9% | -6.5% | +79.5% | +76.2% |
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