+3,159.9%
PEP vs CLX
+2,386.6%
+773.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -1.4% | -9.2% | +7.8% | +1.7% |
| 30D | +0.2% | -11.0% | +11.3% | +4.0% |
| 3M | -1.1% | +5.0% | -6.2% | -3.0% |
| 6M | -13.5% | -18.8% | +5.3% | -8.2% |
| YTD | -1.2% | -4.4% | +3.2% | -0.7% |
| 1Y | -1.6% | -21.9% | +20.3% | +5.4% |
| 3Y | -12.5% | -32.8% | +20.2% | -2.4% |
| 5Y | +3.0% | -34.6% | +37.6% | +13.8% |
| 10Y | +73.9% | -4.7% | +78.6% | +66.8% |
| All | +3,159.9% | +2,386.6% | +773.3% | +794.4% |
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