+639.5%
CEG vs PPL
+36.3%
+603.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | +2.7% | +5.4% | +6.8% |
| 30D | +12.9% | +0.5% | +12.5% | +12.7% |
| 3M | +13.2% | +0.7% | +12.5% | +12.6% |
| 6M | -7.0% | -7.6% | +0.6% | -4.0% |
| YTD | -15.0% | +1.8% | -16.8% | -15.8% |
| 1Y | -2.7% | -0.8% | -2.0% | -2.9% |
| 3Y | +184.1% | +56.9% | +127.2% | +114.4% |
| All | +639.5% | +36.3% | +603.1% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling