-7.6%
CEG vs PNC
+23.7%
-31.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +1.3% | -0.7% | +2.1% | +1.4% |
| 30D | +8.8% | -4.4% | +13.2% | +8.9% |
| 3M | +17.0% | +4.5% | +12.5% | +16.5% |
| 6M | -8.7% | +19.1% | -27.8% | -8.9% |
| YTD | -16.4% | +18.0% | -34.5% | -17.5% |
| All | -7.6% | +23.7% | -31.3% | -16.2% |
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