+826.4%
PM vs CLX
+244.8%
+581.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -6.6% | +13.6% | -20.3% | -10.6% |
| 30D | -3.4% | +29.1% | -32.5% | -11.4% |
| 3M | +5.3% | +1.6% | +3.7% | +4.3% |
| 6M | +15.5% | +18.7% | -3.2% | +8.1% |
| YTD | +24.3% | +11.1% | +13.2% | +18.4% |
| 1Y | +29.7% | +7.0% | +22.7% | +25.0% |
| 3Y | +144.9% | -10.0% | +154.9% | +146.3% |
| 5Y | +159.0% | -22.6% | +181.7% | +167.1% |
| 10Y | +250.9% | +29.3% | +221.6% | +164.9% |
| All | +826.4% | +244.8% | +581.6% | +335.9% |
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 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