+639.7%
CEG vs PFG
+78.9%
+560.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +6.7% | +6.0% | +0.7% | +3.8% |
| 30D | +11.0% | +2.2% | +8.8% | +9.6% |
| 3M | +19.5% | +10.4% | +9.1% | +13.5% |
| 6M | -5.9% | +27.8% | -33.6% | -16.4% |
| YTD | -15.0% | +33.6% | -48.6% | -26.3% |
| 1Y | +0.6% | +49.3% | -48.7% | -17.3% |
| 3Y | +180.6% | +69.7% | +110.9% | +115.9% |
| All | +639.7% | +78.9% | +560.7% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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