+598.5%
CEG vs PFG
+75.7%
+522.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | +17.8% | +0.1% | +17.7% | +17.8% |
| 30D | -4.5% | +5.0% | -9.5% | -6.6% |
| 3M | +1.5% | +0.1% | +1.4% | +0.7% |
| 6M | -3.5% | +13.8% | -17.3% | -10.1% |
| YTD | -19.7% | +31.2% | -50.9% | -30.2% |
| 1Y | -19.8% | +37.1% | -56.9% | -31.6% |
| 3Y | +136.4% | +80.6% | +55.8% | +76.8% |
| All | +598.5% | +75.7% | +522.8% | +408.6% |
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