+104.3%
CEG vs PCOR
+43.8%
+60.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -4.7% | +22.7% | -27.5% | -8.5% |
| 30D | -16.6% | +37.5% | -54.0% | -21.8% |
| 3M | -4.1% | +35.2% | -39.3% | -10.4% |
| 6M | -22.3% | +42.2% | -64.6% | -28.7% |
| YTD | -28.9% | +3.6% | -32.5% | -28.9% |
| 1Y | -28.5% | -4.8% | -23.7% | -26.4% |
| 3Y | +104.3% | +48.3% | +55.9% | +88.8% |
| All | +104.3% | +43.8% | +60.5% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling