+104.3%
CEG vs PFG
+72.1%
+32.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.9% |
| 7D | -4.7% | -0.6% | -4.1% | -4.7% |
| 30D | -16.6% | +2.0% | -18.6% | -17.5% |
| 3M | -4.1% | -3.2% | -1.0% | -3.6% |
| 6M | -22.3% | +10.9% | -33.2% | -27.4% |
| YTD | -28.9% | +28.8% | -57.8% | -38.9% |
| 1Y | -28.5% | +39.2% | -67.6% | -41.0% |
| 3Y | +104.3% | +75.0% | +29.2% | +46.0% |
| All | +104.3% | +72.1% | +32.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling