+26.8%
PH vs CLX
-25.2%
+51.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.7% |
| 30D | -10.3% | -15.8% | +5.5% | -8.2% |
| 3M | +5.1% | -7.9% | +13.0% | +6.2% |
| 6M | +2.3% | -19.0% | +21.3% | +3.9% |
| YTD | +8.7% | -7.9% | +16.6% | +12.6% |
| 1Y | +26.8% | -25.4% | +52.1% | +23.6% |
| All | +26.8% | -25.2% | +51.9% | +23.6% |
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 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