+579.5%
CEG vs PCG
+4.7%
+574.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +11.8% | -2.2% | +14.0% | +12.6% |
| 30D | -6.5% | -0.5% | -6.1% | -6.4% |
| 3M | -1.2% | -24.0% | +22.8% | +6.7% |
| 6M | -8.0% | -18.6% | +10.6% | -3.3% |
| YTD | -21.9% | -17.7% | -4.2% | -18.4% |
| 1Y | -21.4% | -20.0% | -1.4% | -17.1% |
| 3Y | +130.0% | -20.2% | +150.2% | +133.4% |
| All | +579.5% | +4.7% | +574.8% | +459.7% |
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