+3,301.6%
PEP vs CLX
+2,789.7%
+511.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +4.6% | +13.6% | -9.0% | +0.3% |
| 30D | +14.0% | +29.1% | -15.1% | +4.8% |
| 3M | +5.4% | +1.6% | +3.8% | +4.5% |
| 6M | -5.1% | +18.7% | -23.9% | -10.9% |
| YTD | +3.1% | +11.1% | -8.0% | -1.6% |
| 1Y | +4.8% | +7.0% | -2.2% | +1.1% |
| 3Y | -4.1% | -10.0% | +5.9% | -2.7% |
| 5Y | +3.0% | -22.6% | +25.6% | +7.5% |
| 10Y | +89.6% | +29.3% | +60.2% | +64.7% |
| All | +3,301.6% | +2,789.7% | +511.8% | +786.5% |
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