+518.2%
CEG vs PH
+197.0%
+321.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +2.6% |
| 7D | -4.7% | +2.0% | -6.7% | -5.8% |
| 30D | -16.6% | -3.7% | -12.9% | -14.7% |
| 3M | -4.1% | -14.0% | +9.9% | +4.7% |
| 6M | -22.3% | +2.1% | -24.4% | -23.7% |
| YTD | -28.9% | +5.1% | -34.0% | -32.1% |
| 1Y | -28.5% | +10.9% | -39.4% | -33.9% |
| 3Y | +104.3% | +132.9% | -28.7% | +25.3% |
| All | +518.2% | +197.0% | +321.2% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling