-1.6%
PFE vs CLX
-34.1%
+32.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.3% |
| 3M | +10.4% | -2.6% | +13.0% | +10.7% |
| 6M | +6.3% | -18.2% | +24.4% | +10.2% |
| YTD | +17.4% | -5.9% | +23.3% | +18.4% |
| 1Y | +21.1% | -23.8% | +45.0% | +27.4% |
| 3Y | -1.6% | -33.6% | +32.0% | +4.8% |
| All | -1.6% | -34.1% | +32.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling