+79.1%
PEP vs CLX
-3.8%
+82.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.5% |
| 7D | -1.7% | -4.9% | +3.2% | +0.1% |
| 30D | +0.3% | -15.8% | +16.1% | +6.6% |
| 3M | -3.2% | -7.9% | +4.7% | -0.7% |
| 6M | -13.6% | -19.0% | +5.5% | -7.6% |
| YTD | -1.9% | -7.9% | +6.1% | 0.0% |
| 1Y | -0.6% | -25.4% | +24.8% | +9.3% |
| 3Y | -13.6% | -35.0% | +21.4% | -0.9% |
| 5Y | +3.2% | -36.8% | +40.0% | +16.9% |
| 10Y | +79.1% | -1.4% | +80.5% | +59.1% |
| All | +79.1% | -3.8% | +82.9% | +59.1% |
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