+22,650.5%
PH vs CLX
+2,609.7%
+20,040.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.0% | +13.6% | -11.6% | -1.9% |
| 30D | -3.7% | +23.4% | -27.0% | -9.7% |
| 3M | -14.0% | -2.8% | -11.2% | -13.7% |
| 6M | +2.1% | +14.0% | -11.9% | -2.8% |
| YTD | +5.1% | +4.2% | +0.9% | +2.3% |
| 1Y | +10.9% | -1.2% | +12.1% | +9.6% |
| 3Y | +132.9% | -12.7% | +145.6% | +135.5% |
| 5Y | +200.1% | -26.5% | +226.6% | +212.9% |
| 10Y | +783.8% | +20.2% | +763.6% | +635.5% |
| All | +22,650.5% | +2,609.7% | +20,040.8% | +6,506.6% |
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 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