+639.5%
CEG vs PFG
+81.5%
+558.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.5% |
| 7D | +8.0% | +5.5% | +2.5% | +5.3% |
| 30D | +12.9% | +2.4% | +10.6% | +11.5% |
| 3M | +13.2% | +13.6% | -0.4% | +6.2% |
| 6M | -7.0% | +27.9% | -34.9% | -17.4% |
| YTD | -15.0% | +35.6% | -50.6% | -26.7% |
| 1Y | -2.7% | +48.5% | -51.2% | -19.8% |
| 3Y | +184.1% | +66.9% | +117.2% | +120.0% |
| All | +639.5% | +81.5% | +558.0% | +433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling