+16.8%
PM vs CLX
-25.2%
+42.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -1.2% | -4.9% | +3.7% | -0.1% |
| 30D | -0.2% | -15.8% | +15.7% | +3.6% |
| 3M | +4.9% | -7.9% | +12.8% | +6.4% |
| 6M | +9.0% | -19.0% | +28.1% | +15.3% |
| YTD | +17.8% | -7.9% | +25.7% | +22.4% |
| 1Y | +16.8% | -25.4% | +42.2% | +26.1% |
| All | +16.8% | -25.2% | +42.0% | +26.1% |
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