+0.6%
CEG vs PFGC
-8.4%
+9.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +6.7% | -2.4% | +9.1% | +7.0% |
| 30D | +11.0% | -15.8% | +26.7% | +12.9% |
| 3M | +19.5% | -0.6% | +20.1% | +18.4% |
| 6M | -5.9% | +10.7% | -16.5% | -9.2% |
| YTD | -15.0% | +7.6% | -22.6% | -15.9% |
| 1Y | +0.6% | -7.8% | +8.5% | -5.9% |
| All | +0.6% | -8.4% | +9.0% | -5.9% |
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