+562.3%
CEG vs PH
+212.4%
+349.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.6% |
| 7D | +1.7% | +2.1% | -0.5% | +0.6% |
| 30D | -10.2% | +0.3% | -10.4% | -10.2% |
| 3M | -0.8% | -8.8% | +8.0% | +4.7% |
| 6M | -11.5% | +10.0% | -21.6% | -16.8% |
| YTD | -23.9% | +10.5% | -34.4% | -29.3% |
| 1Y | -25.4% | +15.5% | -40.9% | -32.6% |
| 3Y | +124.2% | +136.4% | -12.2% | +35.9% |
| All | +562.3% | +212.4% | +349.9% | +221.4% |
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