+626.9%
CEG vs PNR
-8.8%
+635.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | +1.3% | -3.9% | +5.2% | +2.9% |
| 30D | +8.8% | -13.8% | +22.6% | +15.2% |
| 3M | +17.0% | -22.5% | +39.5% | +27.8% |
| 6M | -8.7% | -37.2% | +28.4% | +8.7% |
| YTD | -16.4% | -44.2% | +27.8% | +4.2% |
| 1Y | -1.8% | -46.6% | +44.9% | +24.7% |
| 3Y | +175.8% | -12.5% | +188.3% | +183.6% |
| All | +626.9% | -8.8% | +635.7% | +521.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling