+180.6%
CEG vs PNC
+133.3%
+47.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +6.7% | +2.3% | +4.4% | +6.0% |
| 30D | +11.0% | -3.8% | +14.8% | +12.1% |
| 3M | +19.5% | +7.8% | +11.7% | +16.7% |
| 6M | -5.9% | +19.7% | -25.6% | -10.8% |
| YTD | -15.0% | +19.1% | -34.1% | -19.9% |
| 1Y | +0.6% | +23.1% | -22.5% | -6.5% |
| 3Y | +180.6% | +132.1% | +48.5% | +111.8% |
| All | +180.6% | +133.3% | +47.3% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling