-31.9%
CEG vs PGR
+21.4%
-53.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.2% | -6.1% |
| 7D | -4.8% | +4.1% | -8.8% | -3.8% |
| 30D | -8.2% | +10.4% | -18.6% | -5.9% |
| 3M | -7.9% | +11.4% | -19.3% | -5.6% |
| 6M | -23.2% | +17.9% | -41.1% | -19.9% |
| YTD | -30.1% | +9.8% | -39.9% | -26.9% |
| 1Y | -31.9% | +19.3% | -51.2% | -26.9% |
| All | -31.9% | +21.4% | -53.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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