-2.7%
CEG vs PNC
+23.0%
-25.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | +1.4% | +6.6% | +7.9% |
| 30D | +12.9% | -3.8% | +16.8% | +13.0% |
| 3M | +13.2% | +9.0% | +4.1% | +12.4% |
| 6M | -7.0% | +16.6% | -23.6% | -7.7% |
| YTD | -15.0% | +20.4% | -35.4% | -16.6% |
| 1Y | -2.7% | +22.3% | -25.1% | -8.0% |
| All | -2.7% | +23.0% | -25.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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