+626.9%
CEG vs PGR
+116.2%
+510.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.3% | -2.7% | +4.0% | +1.7% |
| 30D | +8.8% | +0.7% | +8.1% | +8.7% |
| 3M | +17.0% | +7.7% | +9.2% | +15.0% |
| 6M | -8.7% | +4.3% | -13.0% | -9.9% |
| YTD | -16.4% | +0.7% | -17.2% | -17.0% |
| 1Y | -1.8% | -5.7% | +3.9% | -1.2% |
| 3Y | +175.8% | +73.7% | +102.1% | +134.0% |
| All | +626.9% | +116.2% | +510.8% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling