+180.8%
CEG vs PFGC
+65.1%
+115.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +8.0% | -2.2% | +10.2% | +8.8% |
| 30D | +12.9% | -11.9% | +24.9% | +17.5% |
| 3M | +13.2% | +5.0% | +8.2% | +10.1% |
| 6M | -7.0% | +8.6% | -15.6% | -11.1% |
| YTD | -15.0% | +9.7% | -24.7% | -19.3% |
| 1Y | -2.7% | -6.3% | +3.6% | -2.0% |
| All | +180.8% | +65.1% | +115.7% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling