+211.8%
PM vs CLX
-3.8%
+215.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -0.2% | -15.8% | +15.7% | +4.3% |
| 3M | +4.9% | -7.9% | +12.8% | +6.9% |
| 6M | +9.0% | -19.0% | +28.1% | +14.5% |
| YTD | +17.8% | -7.9% | +25.7% | +19.5% |
| 1Y | +16.8% | -25.4% | +42.2% | +25.1% |
| 3Y | +125.4% | -35.0% | +160.5% | +148.1% |
| 5Y | +128.7% | -36.8% | +165.5% | +148.3% |
| 10Y | +211.8% | -1.4% | +213.3% | +152.2% |
| All | +211.8% | -3.8% | +215.7% | +152.2% |
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