+95.9%
CEG vs PCAR
+34.2%
+61.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -9.4% | +2.2% | -11.6% | -10.1% |
| 30D | -20.2% | -4.4% | -15.8% | -19.2% |
| 3M | -9.5% | -21.4% | +12.0% | -2.2% |
| 6M | -25.0% | -7.3% | -17.6% | -23.7% |
| YTD | -31.9% | -3.8% | -28.1% | -31.7% |
| 1Y | -33.7% | +6.3% | -39.9% | -35.8% |
| All | +95.9% | +34.2% | +61.6% | +47.7% |
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