-21.4%
CEG vs PPL
-1.1%
-20.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +11.8% | -1.0% | +12.8% | +12.2% |
| 30D | -6.5% | +3.0% | -9.5% | -7.9% |
| 3M | -1.2% | +1.1% | -2.3% | -2.1% |
| 6M | -8.0% | -0.8% | -7.3% | -8.7% |
| YTD | -21.9% | +3.5% | -25.3% | -20.8% |
| 1Y | -21.4% | -0.9% | -20.5% | -19.6% |
| All | -21.4% | -1.1% | -20.3% | -19.6% |
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