+593.1%
CEG vs PNC
+27.1%
+565.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +12.1% | +3.1% | +9.0% | +11.1% |
| 30D | +0.2% | +7.6% | -7.4% | -2.1% |
| 3M | +0.7% | -8.1% | +8.9% | +3.3% |
| 6M | +2.2% | +12.6% | -10.3% | -2.0% |
| YTD | -20.3% | +15.0% | -35.3% | -24.8% |
| 1Y | -16.1% | +30.4% | -46.5% | -24.3% |
| 3Y | +134.7% | +116.1% | +18.5% | +72.0% |
| All | +593.1% | +27.1% | +565.9% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling