+562.3%
CEG vs PFG
+80.4%
+481.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +1.7% | +3.0% | -1.3% | +0.4% |
| 30D | -10.2% | +8.2% | -18.3% | -13.1% |
| 3M | -0.8% | +2.7% | -3.5% | -2.6% |
| 6M | -11.5% | +17.2% | -28.8% | -18.5% |
| YTD | -23.9% | +34.8% | -58.6% | -34.4% |
| 1Y | -25.4% | +43.6% | -69.0% | -37.6% |
| 3Y | +124.2% | +85.4% | +38.7% | +66.0% |
| All | +562.3% | +80.4% | +481.9% | +377.4% |
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