+582.9%
CEG vs PFGC
+138.6%
+444.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.0% | +6.5% | +9.5% |
| 7D | +7.3% | +10.8% | -3.5% | +4.2% |
| 30D | -7.4% | +17.8% | -25.2% | -11.6% |
| 3M | +2.5% | -2.7% | +5.2% | +3.0% |
| 6M | -8.8% | +20.0% | -28.8% | -14.2% |
| YTD | -21.5% | +24.3% | -45.8% | -27.2% |
| 1Y | -22.5% | +13.2% | -35.7% | -26.2% |
| 3Y | +133.3% | +85.9% | +47.4% | +91.8% |
| All | +582.9% | +138.6% | +444.3% | +430.1% |
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