-15.4%
CEG vs PEG
-7.1%
-8.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.0% |
| 7D | +17.8% | +2.3% | +15.5% | +14.9% |
| 30D | -4.5% | +6.1% | -10.7% | -11.3% |
| 3M | +1.5% | -0.5% | +2.0% | +1.7% |
| 6M | -3.5% | -3.2% | -0.4% | -0.5% |
| YTD | -19.7% | -4.4% | -15.3% | -16.2% |
| All | -15.4% | -7.1% | -8.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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