+104.3%
CEG vs PH
+135.3%
-31.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +2.4% |
| 7D | -4.7% | +2.0% | -6.7% | -5.9% |
| 30D | -16.6% | -3.7% | -12.9% | -14.4% |
| 3M | -4.1% | -14.0% | +9.9% | +5.9% |
| 6M | -22.3% | +2.1% | -24.4% | -24.1% |
| YTD | -28.9% | +5.1% | -34.0% | -33.0% |
| 1Y | -28.5% | +10.9% | -39.4% | -35.3% |
| 3Y | +104.3% | +132.9% | -28.7% | +13.0% |
| All | +104.3% | +135.3% | -31.1% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling