+3,280.0%
PFE vs CLX
+2,386.6%
+893.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +1.8% | -9.2% | +11.0% | +4.5% |
| 30D | +10.2% | -11.0% | +21.3% | +13.8% |
| 3M | +12.7% | +5.0% | +7.6% | +10.6% |
| 6M | +10.5% | -18.8% | +29.4% | +16.2% |
| YTD | +20.2% | -4.4% | +24.6% | +20.5% |
| 1Y | +24.1% | -21.9% | +45.9% | +31.5% |
| 3Y | -3.6% | -32.8% | +29.2% | +5.3% |
| 5Y | -20.9% | -34.6% | +13.7% | -14.6% |
| 10Y | +35.8% | -4.7% | +40.5% | +25.2% |
| All | +3,280.0% | +2,386.6% | +893.4% | +975.6% |
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