+111.2%
CEG vs PCAR
+31.3%
+80.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.9% |
| 30D | -16.6% | -4.6% | -12.0% | -15.6% |
| 3M | -4.1% | -22.6% | +18.4% | +4.0% |
| 6M | -22.3% | -12.0% | -10.4% | -19.7% |
| YTD | -28.9% | -6.1% | -22.8% | -28.3% |
| 1Y | -28.5% | +6.3% | -34.8% | -30.9% |
| All | +111.2% | +31.3% | +80.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling