+60.2%
PPL vs CLX
+19.4%
+40.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.4% | +13.6% | -13.2% | -2.3% |
| 30D | +5.4% | +23.4% | -17.9% | +0.7% |
| 3M | +4.3% | -2.8% | +7.1% | +4.6% |
| 6M | -1.3% | +14.0% | -15.3% | -4.7% |
| YTD | +4.7% | +4.2% | +0.5% | +2.6% |
| 1Y | +1.3% | -1.2% | +2.4% | +0.4% |
| 3Y | +57.2% | -12.7% | +69.9% | +59.7% |
| 5Y | +48.2% | -26.5% | +74.7% | +53.5% |
| All | +60.2% | +19.4% | +40.9% | +28.7% |
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