-28.5%
CEG vs PTC
+5.5%
-34.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -16.6% | +0.8% | -17.3% | -16.6% |
| 3M | -4.1% | +32.1% | -36.2% | -3.4% |
| 6M | -22.3% | +42.6% | -65.0% | -19.4% |
| YTD | -28.9% | +12.0% | -40.9% | -24.5% |
| 1Y | -28.5% | +12.2% | -40.6% | -23.9% |
| All | -28.5% | +5.5% | -34.0% | -23.9% |
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