+3.9%
PEP vs CLX
-35.2%
+39.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | +0.1% | -3.5% | +3.6% | +1.3% |
| 30D | +0.7% | -11.9% | +12.5% | +4.8% |
| 3M | -0.5% | -2.6% | +2.1% | 0.0% |
| 6M | -11.3% | -18.2% | +6.9% | -5.9% |
| YTD | -0.6% | -5.9% | +5.3% | +0.5% |
| 1Y | +1.7% | -23.8% | +25.5% | +10.3% |
| 3Y | -12.5% | -33.6% | +21.1% | -1.4% |
| 5Y | +3.9% | -35.7% | +39.6% | +14.9% |
| All | +3.9% | -35.2% | +39.1% | +14.9% |
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