+13.4%
PG vs CLX
-38.5%
+51.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -0.8% | -5.7% | +4.9% | +1.4% |
| 30D | +0.8% | -17.0% | +17.8% | +8.0% |
| 3M | -1.3% | -9.7% | +8.3% | +2.1% |
| 6M | -3.8% | -19.8% | +16.0% | +3.7% |
| YTD | +3.6% | -9.8% | +13.5% | +6.7% |
| 1Y | -5.7% | -26.2% | +20.4% | +4.5% |
| 3Y | +1.6% | -36.2% | +37.8% | +18.0% |
| All | +13.4% | -38.5% | +51.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling