-23.1%
CEG vs PTC
+10.5%
-33.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.0% | +10.5% |
| 7D | +7.3% | +0.8% | +6.5% | +7.3% |
| 30D | -7.4% | +0.7% | -8.1% | -7.4% |
| 3M | +2.5% | +32.6% | -30.1% | +3.3% |
| 6M | -8.8% | +33.6% | -42.4% | -6.0% |
| YTD | -21.5% | +12.4% | -33.9% | -17.1% |
| All | -23.1% | +10.5% | -33.6% | -18.1% |
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