+572.2%
PBR vs CLX
-37.2%
+609.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.1% |
| 7D | +4.2% | -5.9% | +10.1% | +4.0% |
| 30D | +22.7% | -17.0% | +39.8% | +21.9% |
| 3M | +21.5% | -9.6% | +31.1% | +21.1% |
| 6M | +24.0% | -21.5% | +45.5% | +24.1% |
| YTD | +88.2% | -8.8% | +97.1% | +88.1% |
| 1Y | +74.8% | -24.7% | +99.5% | +75.0% |
| 3Y | +105.1% | -35.6% | +140.8% | +104.7% |
| 5Y | +572.2% | -37.6% | +609.9% | +562.4% |
| All | +572.2% | -37.2% | +609.5% | +562.4% |
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