+607.3%
CEG vs PPG
-29.6%
+636.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | +0.3% | -5.1% | +5.5% | +1.9% |
| 30D | +2.9% | -9.6% | +12.5% | +5.9% |
| 3M | +18.2% | -6.4% | +24.6% | +20.0% |
| 6M | -9.5% | +0.5% | -10.0% | -10.2% |
| YTD | -18.7% | +4.4% | -23.1% | -20.7% |
| 1Y | -10.1% | -0.9% | -9.2% | -11.2% |
| 3Y | +168.3% | -17.0% | +185.3% | +171.7% |
| All | +607.3% | -29.6% | +636.9% | +644.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling