+639.7%
CEG vs PH
+209.4%
+430.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +11.0% | -10.8% | +21.8% | +18.4% |
| 3M | +19.5% | +8.5% | +11.0% | +13.0% |
| 6M | -5.9% | +3.9% | -9.8% | -9.3% |
| YTD | -15.0% | +9.4% | -24.4% | -20.8% |
| 1Y | +0.6% | +26.8% | -26.2% | -14.9% |
| 3Y | +180.6% | +140.8% | +39.8% | +67.9% |
| All | +639.7% | +209.4% | +430.3% | +260.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling