+95.5%
PEP vs CLX
+32.0%
+63.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +1.8% |
| 7D | +2.9% | +9.5% | -6.6% | -0.4% |
| 30D | +12.5% | +30.7% | -18.2% | +2.0% |
| 3M | +4.5% | +4.2% | +0.3% | +2.6% |
| 6M | -0.5% | +22.1% | -22.6% | -8.1% |
| YTD | +4.4% | +14.1% | -9.7% | -1.8% |
| 1Y | +4.4% | +10.3% | -6.0% | -0.8% |
| 3Y | -3.4% | -7.8% | +4.4% | -2.4% |
| 5Y | +5.2% | -20.8% | +26.0% | +9.6% |
| All | +95.5% | +32.0% | +63.5% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling