+607.3%
CEG vs PNR
-10.0%
+617.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | +0.3% | -5.5% | +5.8% | +2.6% |
| 30D | +2.9% | -15.6% | +18.5% | +9.8% |
| 3M | +18.2% | -20.2% | +38.4% | +27.4% |
| 6M | -9.5% | -36.6% | +27.1% | +7.3% |
| YTD | -18.7% | -45.0% | +26.3% | +1.9% |
| 1Y | -10.1% | -47.4% | +37.3% | +14.7% |
| 3Y | +168.3% | -13.7% | +182.1% | +177.4% |
| All | +607.3% | -10.0% | +617.4% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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