+3,899.5%
PG vs CLX
+2,294.7%
+1,604.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.1% |
| 7D | -3.4% | -4.9% | +1.5% | -1.3% |
| 30D | -2.6% | -15.8% | +13.2% | +4.5% |
| 3M | -3.3% | -7.9% | +4.6% | -0.4% |
| 6M | -6.7% | -19.0% | +12.3% | +0.9% |
| YTD | +1.7% | -7.9% | +9.7% | +4.1% |
| 1Y | -7.9% | -25.4% | +17.5% | +2.7% |
| 3Y | +0.9% | -35.0% | +36.0% | +17.9% |
| 5Y | +12.6% | -36.8% | +49.4% | +30.0% |
| 10Y | +117.2% | -1.4% | +118.6% | +100.2% |
| All | +3,899.5% | +2,294.7% | +1,604.8% | +769.7% |
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