+69.6%
PBR vs CLX
-20.9%
+90.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.1% |
| 7D | +8.6% | -9.2% | +17.8% | +6.8% |
| 30D | +12.8% | -11.0% | +23.8% | +10.6% |
| 3M | +14.7% | +5.0% | +9.6% | +15.3% |
| 6M | +25.2% | -18.8% | +44.0% | +27.4% |
| YTD | +77.1% | -4.4% | +81.6% | +79.2% |
| 1Y | +69.6% | -21.9% | +91.4% | +71.0% |
| All | +69.6% | -20.9% | +90.4% | +71.0% |
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