+639.5%
CEG vs PPG
-24.6%
+664.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.4% |
| 7D | +8.0% | -1.5% | +9.5% | +8.5% |
| 30D | +12.9% | -5.0% | +17.9% | +14.6% |
| 3M | +13.2% | +1.1% | +12.0% | +12.3% |
| 6M | -7.0% | -3.2% | -3.8% | -6.9% |
| YTD | -15.0% | +11.9% | -26.9% | -18.7% |
| 1Y | -2.7% | +5.3% | -8.0% | -5.6% |
| 3Y | +184.1% | -15.0% | +199.1% | +186.5% |
| All | +639.5% | -24.6% | +664.0% | +662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling