+251.1%
PH vs CLX
-37.0%
+288.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | -10.3% | -15.8% | +5.5% | -6.9% |
| 3M | +5.1% | -7.9% | +13.0% | +6.6% |
| 6M | +2.3% | -19.0% | +21.3% | +6.5% |
| YTD | +8.7% | -7.9% | +16.6% | +9.9% |
| 1Y | +26.8% | -25.4% | +52.1% | +34.1% |
| 3Y | +139.2% | -35.0% | +174.2% | +158.1% |
| 5Y | +251.1% | -36.8% | +287.9% | +266.0% |
| All | +251.1% | -37.0% | +288.1% | +266.0% |
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