-2.7%
CEG vs PSLV
+57.1%
-59.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +8.0% | -0.6% | +8.7% | +8.1% |
| 30D | +12.9% | +7.3% | +5.7% | +11.6% |
| 3M | +13.2% | -7.4% | +20.6% | +14.0% |
| 6M | -7.0% | -20.3% | +13.3% | -5.0% |
| YTD | -15.0% | -8.2% | -6.8% | -18.6% |
| 1Y | -2.7% | +57.9% | -60.7% | -27.1% |
| All | -2.7% | +57.1% | -59.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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