+604.3%
CEG vs PSLV
+155.5%
+448.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.8% | -3.5% | -1.3% | -3.9% |
| 30D | +2.3% | -2.1% | +4.5% | +2.7% |
| 3M | +15.6% | -1.6% | +17.2% | +15.5% |
| 6M | -5.0% | -25.5% | +20.5% | +1.0% |
| YTD | -19.0% | -11.4% | -7.6% | -22.7% |
| 1Y | -10.0% | +48.6% | -58.5% | -30.6% |
| 3Y | +163.9% | +166.9% | -2.9% | +61.6% |
| All | +604.3% | +155.5% | +448.8% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling