-31.9%
CEG vs PH
+20.3%
-52.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -5.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | -8.2% | -6.7% | -1.5% | -5.7% |
| 3M | -7.9% | -8.1% | +0.2% | -5.3% |
| 6M | -23.2% | +5.3% | -28.6% | -24.5% |
| YTD | -30.1% | +4.2% | -34.3% | -30.4% |
| 1Y | -31.9% | +19.3% | -51.2% | -29.0% |
| All | -31.9% | +20.3% | -52.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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