-31.9%
CEG vs PCAR
+12.4%
-44.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.8% | -7.6% |
| 7D | -4.8% | +3.7% | -8.4% | -5.6% |
| 30D | -8.2% | -2.9% | -5.3% | -7.4% |
| 3M | -7.9% | -21.7% | +13.8% | -0.9% |
| 6M | -23.2% | -6.6% | -16.6% | -22.6% |
| YTD | -30.1% | -2.2% | -27.9% | -29.7% |
| 1Y | -31.9% | +12.2% | -44.1% | -31.7% |
| All | -31.9% | +12.4% | -44.3% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling