+1,632.9%
PBR vs CLX
+451.8%
+1,181.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | +2.5% | -3.5% | +6.0% | +3.3% |
| 30D | +19.4% | -11.9% | +31.3% | +22.8% |
| 3M | +20.8% | -2.6% | +23.4% | +20.7% |
| 6M | +23.5% | -18.2% | +41.6% | +27.9% |
| YTD | +83.4% | -5.9% | +89.3% | +83.0% |
| 1Y | +77.6% | -23.8% | +101.4% | +86.9% |
| 3Y | +99.9% | -33.6% | +133.4% | +115.3% |
| 5Y | +567.7% | -35.7% | +603.4% | +604.8% |
| 10Y | +621.5% | -2.5% | +624.0% | +495.5% |
| All | +1,632.9% | +451.8% | +1,181.1% | +763.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling