+518.2%
CEG vs PCG
+3.7%
+514.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.9% |
| 7D | -4.7% | -1.6% | -3.1% | -4.3% |
| 30D | -16.6% | +1.4% | -18.0% | -17.0% |
| 3M | -4.1% | -23.4% | +19.3% | +3.2% |
| 6M | -22.3% | -19.4% | -2.9% | -18.1% |
| YTD | -28.9% | -18.5% | -10.4% | -25.5% |
| 1Y | -28.5% | -19.5% | -8.9% | -24.8% |
| 3Y | +104.3% | -21.0% | +125.3% | +107.9% |
| All | +518.2% | +3.7% | +514.5% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling