-2.7%
CEG vs PTC
-33.3%
+30.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.0% | +10.9% | +4.3% |
| 7D | +8.0% | -10.3% | +18.3% | +7.1% |
| 30D | +12.9% | +1.1% | +11.8% | +13.0% |
| 3M | +13.2% | +1.6% | +11.6% | +15.0% |
| 6M | -7.0% | -13.5% | +6.5% | -2.4% |
| YTD | -15.0% | -19.1% | +4.1% | -8.9% |
| 1Y | -2.7% | -33.9% | +31.1% | +12.0% |
| All | -2.7% | -33.3% | +30.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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