-8.0%
CEG vs PWR
-18.9%
+10.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.6% | +0.6% |
| 7D | +11.8% | +4.7% | +7.1% | +8.8% |
| 30D | -6.5% | -12.5% | +6.0% | -2.0% |
| 3M | -1.2% | -9.3% | +8.2% | +2.4% |
| 6M | -8.0% | -22.2% | +14.1% | +5.9% |
| All | -8.0% | -18.9% | +10.8% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling