+422.1%
PWR vs CLX
-21.9%
+444.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | +19.1% | +8.5% | +10.5% | +19.1% |
| 30D | -12.0% | +30.0% | -42.0% | -11.9% |
| 3M | -10.6% | +3.8% | -14.4% | -10.3% |
| 6M | -20.8% | +24.6% | -45.4% | -21.1% |
| YTD | +43.7% | +12.8% | +31.0% | +44.0% |
| 1Y | +35.0% | +8.6% | +26.4% | +35.6% |
| 3Y | +249.4% | -8.6% | +258.1% | +252.1% |
| 5Y | +422.1% | -21.8% | +443.9% | +427.8% |
| All | +422.1% | -21.9% | +444.0% | +427.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling