+104.3%
CEG vs PFGC
+77.4%
+26.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.8% |
| 7D | -4.7% | +8.5% | -13.3% | -7.1% |
| 30D | -16.6% | +15.0% | -31.6% | -20.3% |
| 3M | -4.1% | -6.2% | +2.1% | -2.1% |
| 6M | -22.3% | +15.7% | -38.1% | -27.1% |
| YTD | -28.9% | +19.6% | -48.5% | -34.5% |
| 1Y | -28.5% | +13.2% | -41.6% | -32.8% |
| 3Y | +104.3% | +77.0% | +27.3% | +50.6% |
| All | +104.3% | +77.4% | +26.9% | +50.6% |
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