+562.3%
CEG vs PCOR
+15.7%
+546.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | +1.7% | +20.7% | -19.1% | -2.3% |
| 30D | -10.2% | +35.7% | -45.8% | -15.7% |
| 3M | -0.8% | +31.1% | -31.9% | -6.8% |
| 6M | -11.5% | +43.1% | -54.7% | -19.0% |
| YTD | -23.9% | +4.8% | -28.7% | -25.9% |
| 1Y | -25.4% | -3.7% | -21.7% | -25.8% |
| 3Y | +124.2% | +46.5% | +77.6% | +99.4% |
| All | +562.3% | +15.7% | +546.5% | +468.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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