+604.3%
CEG vs PPG
-29.3%
+633.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | -4.8% | -6.2% | +1.5% | -3.0% |
| 30D | +2.3% | -7.9% | +10.3% | +4.8% |
| 3M | +15.6% | -10.2% | +25.8% | +18.9% |
| 6M | -5.0% | +2.7% | -7.7% | -6.3% |
| YTD | -19.0% | +4.9% | -23.9% | -21.1% |
| 1Y | -10.0% | -3.2% | -6.8% | -10.3% |
| 3Y | +163.9% | -17.0% | +180.9% | +167.3% |
| All | +604.3% | -29.3% | +633.6% | +640.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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