+639.5%
CEG vs PFGC
+110.6%
+528.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | +8.0% | -2.2% | +10.2% | +8.7% |
| 30D | +12.9% | -11.9% | +24.9% | +16.9% |
| 3M | +13.2% | +5.0% | +8.2% | +10.8% |
| 6M | -7.0% | +8.6% | -15.6% | -10.1% |
| YTD | -15.0% | +9.7% | -24.7% | -18.3% |
| 1Y | -2.7% | -6.3% | +3.6% | -2.2% |
| 3Y | +184.1% | +58.2% | +125.8% | +144.1% |
| All | +639.5% | +110.6% | +528.9% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling