+763.1%
PM vs CLX
+196.7%
+566.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -4.9% | -9.2% | +4.4% | -1.8% |
| 30D | -3.4% | -11.0% | +7.7% | +0.3% |
| 3M | +5.2% | +5.0% | +0.1% | +3.1% |
| 6M | +3.7% | -18.8% | +22.5% | +10.2% |
| YTD | +15.8% | -4.4% | +20.2% | +16.3% |
| 1Y | +17.4% | -21.9% | +39.2% | +25.9% |
| 3Y | +116.9% | -32.8% | +149.7% | +141.5% |
| 5Y | +117.3% | -34.6% | +151.9% | +137.8% |
| 10Y | +193.8% | -4.7% | +198.4% | +152.1% |
| All | +763.1% | +196.7% | +566.4% | +328.3% |
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