+32.9%
PFE vs CLX
-3.9%
+36.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -2.0% |
| 7D | -2.7% | -3.5% | +0.9% | -2.0% |
| 30D | +3.8% | -11.9% | +15.7% | +6.4% |
| 3M | +10.4% | -2.6% | +13.0% | +10.7% |
| 6M | +6.3% | -18.2% | +24.4% | +10.0% |
| YTD | +17.4% | -5.9% | +23.3% | +18.1% |
| 1Y | +21.1% | -23.8% | +45.0% | +27.0% |
| 3Y | -1.6% | -33.6% | +32.0% | +5.1% |
| 5Y | -22.2% | -35.7% | +13.5% | -17.5% |
| 10Y | +32.9% | -2.5% | +35.4% | +28.3% |
| All | +32.9% | -3.9% | +36.8% | +28.3% |
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