+626.9%
CEG vs PFGC
+104.2%
+522.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +1.3% | -3.7% | +5.0% | +2.4% |
| 30D | +8.8% | -16.0% | +24.8% | +14.2% |
| 3M | +17.0% | -4.1% | +21.1% | +17.7% |
| 6M | -8.7% | +8.7% | -17.4% | -11.9% |
| YTD | -16.4% | +6.4% | -22.8% | -18.9% |
| 1Y | -1.8% | -8.4% | +6.6% | -0.7% |
| 3Y | +175.8% | +61.8% | +114.0% | +136.0% |
| All | +626.9% | +104.2% | +522.8% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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