+28.2%
PH vs CLX
-20.9%
+49.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -3.1% | -9.2% | +6.2% | -1.8% |
| 30D | -3.2% | -11.0% | +7.8% | -1.7% |
| 3M | +10.6% | +5.0% | +5.5% | +9.2% |
| 6M | -2.1% | -18.8% | +16.7% | -1.1% |
| YTD | +10.2% | -4.4% | +14.6% | +13.5% |
| 1Y | +28.2% | -21.9% | +50.1% | +25.4% |
| All | +28.2% | -20.9% | +49.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling