-31.9%
CEG vs PPL
+1.0%
-32.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -4.8% | +1.8% | -6.6% | -5.6% |
| 30D | -8.2% | +8.4% | -16.6% | -11.5% |
| 3M | -7.9% | +2.4% | -10.3% | -9.2% |
| 6M | -23.2% | -4.0% | -19.3% | -23.4% |
| YTD | -30.1% | +4.5% | -34.6% | -29.4% |
| 1Y | -31.9% | +1.7% | -33.6% | -30.5% |
| All | -31.9% | +1.0% | -32.9% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling