+518.2%
CEG vs PPL
+40.2%
+478.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -4.7% | +0.4% | -5.2% | -5.0% |
| 30D | -16.6% | +5.4% | -22.0% | -18.7% |
| 3M | -4.1% | +4.3% | -8.4% | -6.0% |
| 6M | -22.3% | -1.3% | -21.0% | -22.1% |
| YTD | -28.9% | +4.7% | -33.6% | -30.6% |
| 1Y | -28.5% | +1.3% | -29.7% | -29.2% |
| 3Y | +104.3% | +57.2% | +47.1% | +55.0% |
| All | +518.2% | +40.2% | +478.1% | +449.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling