-2.7%
CEG vs PCG
-6.6%
+3.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.4% | +4.5% |
| 7D | +8.0% | -13.9% | +21.9% | +10.2% |
| 30D | +12.9% | -16.9% | +29.8% | +16.0% |
| 3M | +13.2% | -14.7% | +27.9% | +15.5% |
| 6M | -7.0% | -23.8% | +16.8% | -3.0% |
| YTD | -15.0% | -10.5% | -4.5% | -12.6% |
| 1Y | -2.7% | -5.1% | +2.4% | -2.2% |
| All | -2.7% | -6.6% | +3.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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