+2,164.3%
PPL vs CLX
+2,602.7%
-438.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +1.0% | +12.4% | -11.4% | -1.6% |
| 30D | +6.8% | +21.1% | -14.3% | +2.3% |
| 3M | +3.9% | -3.3% | +7.2% | +4.4% |
| 6M | -2.0% | +18.8% | -20.9% | -6.3% |
| YTD | +5.3% | +3.9% | +1.4% | +3.2% |
| 1Y | +2.2% | -3.8% | +6.0% | +1.9% |
| 3Y | +56.7% | -10.5% | +67.2% | +57.8% |
| 5Y | +49.1% | -26.7% | +75.7% | +54.4% |
| 10Y | +63.6% | +19.9% | +43.8% | +47.8% |
| All | +2,164.3% | +2,602.7% | -438.4% | +1,070.7% |
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 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