+562.3%
CEG vs PCG
+5.8%
+556.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | -10.2% | +0.8% | -10.9% | -10.4% |
| 3M | -0.8% | -22.0% | +21.2% | +6.2% |
| 6M | -11.5% | -17.1% | +5.6% | -7.6% |
| YTD | -23.9% | -16.9% | -7.0% | -20.7% |
| 1Y | -25.4% | -19.1% | -6.3% | -21.6% |
| 3Y | +124.2% | -19.4% | +143.6% | +126.7% |
| All | +562.3% | +5.8% | +556.5% | +443.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling