-16.1%
CEG vs PCG
-19.5%
+3.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.1% |
| 7D | +12.1% | +2.2% | +9.9% | +11.7% |
| 30D | +0.2% | +0.8% | -0.5% | +0.1% |
| 3M | +0.7% | -23.8% | +24.5% | +4.1% |
| 6M | +2.2% | -19.6% | +21.9% | +4.6% |
| YTD | -20.3% | -16.7% | -3.6% | -15.3% |
| 1Y | -16.1% | -19.4% | +3.3% | -11.0% |
| All | -16.1% | -19.5% | +3.4% | -11.0% |
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