+626.9%
CEG vs PNC
+30.5%
+596.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +1.3% | -0.7% | +2.1% | +1.6% |
| 30D | +8.8% | -4.4% | +13.2% | +10.4% |
| 3M | +17.0% | +4.5% | +12.5% | +15.0% |
| 6M | -8.7% | +19.1% | -27.8% | -14.1% |
| YTD | -16.4% | +18.0% | -34.5% | -21.7% |
| 1Y | -1.8% | +24.1% | -25.8% | -9.7% |
| 3Y | +175.8% | +130.0% | +45.8% | +97.5% |
| All | +626.9% | +30.5% | +596.4% | +476.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling