+593.1%
CEG vs PWR
+470.4%
+122.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | +12.1% | +11.3% | +0.8% | +4.9% |
| 30D | +0.2% | -8.9% | +9.1% | +5.2% |
| 3M | +0.7% | -10.5% | +11.2% | +6.6% |
| 6M | +2.2% | -22.2% | +24.4% | +16.9% |
| YTD | -20.3% | +42.7% | -63.1% | -41.9% |
| 1Y | -16.1% | +41.1% | -57.2% | -38.2% |
| 3Y | +134.7% | +242.7% | -108.1% | +6.1% |
| All | +593.1% | +470.4% | +122.6% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 5y: compounded portfolio wealth divided by compounded PWR 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…
5y analysis · Full analysis span regression · 6 months rolling