-3.5%
CEG vs PNR
-9.3%
+5.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.0% |
| 7D | +17.8% | -2.3% | +20.2% | +18.0% |
| 30D | -4.5% | +29.3% | -33.8% | -7.7% |
| 3M | +1.5% | +4.1% | -2.6% | +0.9% |
| 6M | -3.5% | -8.6% | +5.1% | -2.8% |
| All | -3.5% | -9.3% | +5.8% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling