+607.3%
CEG vs PNC
+31.7%
+575.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +2.9% | -4.4% | +7.3% | +4.3% |
| 3M | +18.2% | +5.3% | +12.9% | +16.0% |
| 6M | -9.5% | +19.6% | -29.1% | -15.0% |
| YTD | -18.7% | +19.1% | -37.8% | -24.0% |
| 1Y | -10.1% | +24.3% | -34.4% | -17.5% |
| 3Y | +168.3% | +132.2% | +36.1% | +91.5% |
| All | +607.3% | +31.7% | +575.6% | +459.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling