+2,393.1%
PWR vs CLX
-2.6%
+2,395.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -0.2% | -5.9% | +5.6% | +0.1% |
| 30D | -7.7% | -17.0% | +9.3% | -6.9% |
| 3M | -4.9% | -9.6% | +4.6% | -4.5% |
| 6M | +9.7% | -21.5% | +31.2% | +11.4% |
| YTD | +46.7% | -8.8% | +55.5% | +46.9% |
| 1Y | +58.7% | -24.7% | +83.4% | +61.7% |
| 3Y | +200.7% | -35.6% | +236.4% | +208.6% |
| 5Y | +438.6% | -37.6% | +476.2% | +449.7% |
| All | +2,393.1% | -2.6% | +2,395.7% | +2,153.9% |
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 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