-31.9%
CEG vs PR
+87.5%
-119.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.2% | -7.0% |
| 7D | -4.8% | -12.1% | +7.3% | -5.6% |
| 30D | -8.2% | +0.9% | -9.1% | -7.6% |
| 3M | -7.9% | +10.1% | -18.0% | -6.2% |
| 6M | -23.2% | +1.1% | -24.3% | -23.1% |
| YTD | -30.1% | +63.7% | -93.8% | -20.6% |
| 1Y | -31.9% | +87.0% | -118.9% | -22.0% |
| All | -31.9% | +87.5% | -119.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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