+695.9%
PH vs CLX
+32.0%
+663.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +4.3% | +9.5% | -5.2% | +2.9% |
| 30D | +0.1% | +30.7% | -30.5% | -4.1% |
| 3M | -9.4% | +4.2% | -13.6% | -10.1% |
| 6M | +8.8% | +22.1% | -13.4% | +4.8% |
| YTD | +9.6% | +14.1% | -4.4% | +6.7% |
| 1Y | +14.4% | +10.3% | +4.1% | +12.0% |
| 3Y | +134.5% | -7.8% | +142.3% | +134.9% |
| 5Y | +204.4% | -20.8% | +225.3% | +207.2% |
| All | +695.9% | +32.0% | +663.8% | +619.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling