+122.5%
PM vs CLX
-32.3%
+154.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -4.9% | -9.2% | +4.4% | -3.0% |
| 30D | -3.4% | -11.0% | +7.7% | -1.2% |
| 3M | +5.2% | +5.0% | +0.1% | +4.1% |
| 6M | +3.7% | -18.8% | +22.5% | +7.9% |
| YTD | +15.8% | -4.4% | +20.2% | +17.0% |
| 1Y | +17.4% | -21.9% | +39.2% | +22.9% |
| All | +122.5% | -32.3% | +154.8% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling