+134.7%
CEG vs PPG
+2.6%
+132.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | +0.7% | +11.4% | +12.0% |
| 30D | +0.2% | +17.6% | -17.3% | -3.6% |
| 3M | +0.7% | +7.5% | -6.7% | -1.1% |
| 6M | +2.2% | +17.6% | -15.4% | -2.0% |
| YTD | -20.3% | +22.6% | -42.9% | -24.8% |
| 1Y | -16.1% | +28.0% | -44.1% | -21.6% |
| 3Y | +134.7% | +1.8% | +132.9% | +91.0% |
| All | +134.7% | +2.6% | +132.1% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling