-16.1%
CEG vs PFGC
+15.6%
-31.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +12.1% | +3.4% | +8.7% | +12.0% |
| 30D | +0.2% | +16.9% | -16.7% | -0.3% |
| 3M | +0.7% | +6.4% | -5.7% | +1.4% |
| 6M | +2.2% | +16.0% | -13.8% | +0.4% |
| YTD | -20.3% | +23.6% | -44.0% | -21.3% |
| 1Y | -16.1% | +16.6% | -32.7% | -19.2% |
| All | -16.1% | +15.6% | -31.7% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling