+163.9%
CEG vs PGR
+75.0%
+89.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -4.8% | -0.6% | -4.1% | -4.8% |
| 30D | +2.3% | +4.9% | -2.6% | +2.4% |
| 3M | +15.6% | +7.6% | +8.0% | +15.3% |
| 6M | -5.0% | +8.3% | -13.3% | -5.3% |
| YTD | -19.0% | +1.7% | -20.8% | -18.9% |
| 1Y | -10.0% | -6.8% | -3.1% | -8.8% |
| 3Y | +163.9% | +73.4% | +90.5% | +166.2% |
| All | +163.9% | +75.0% | +89.0% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling