+3,391.6%
PFE vs CLX
+2,609.7%
+781.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.7% | +13.6% | -17.3% | -7.1% |
| 30D | +5.0% | +23.4% | -18.4% | -1.1% |
| 3M | +12.2% | -2.8% | +15.0% | +12.7% |
| 6M | +14.6% | +14.0% | +0.6% | +9.5% |
| YTD | +24.1% | +4.2% | +19.9% | +21.2% |
| 1Y | +26.6% | -1.2% | +27.7% | +25.3% |
| 3Y | +14.3% | -12.7% | +27.0% | +15.8% |
| 5Y | -21.9% | -26.5% | +4.6% | -18.7% |
| 10Y | +62.6% | +20.2% | +42.4% | +39.5% |
| All | +3,391.6% | +2,609.7% | +781.9% | +982.0% |
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