+2,090.1%
PPL vs CLX
+2,386.6%
-296.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +2.7% | -9.2% | +11.9% | +4.8% |
| 30D | +0.5% | -11.0% | +11.5% | +3.0% |
| 3M | +0.7% | +5.0% | -4.4% | -0.8% |
| 6M | -7.6% | -18.8% | +11.2% | -3.9% |
| YTD | +1.8% | -4.4% | +6.2% | +1.9% |
| 1Y | -0.8% | -21.9% | +21.1% | +3.7% |
| 3Y | +56.9% | -32.8% | +89.6% | +68.4% |
| 5Y | +39.5% | -34.6% | +74.1% | +48.4% |
| 10Y | +55.4% | -4.7% | +60.1% | +48.0% |
| All | +2,090.1% | +2,386.6% | -296.5% | +1,055.4% |
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