-7.7%
PEP vs CEG
+717.5%
-725.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | +6.7% | -6.6% | +0.2% |
| 30D | +0.7% | +11.0% | -10.3% | +0.8% |
| 3M | -0.5% | +19.5% | -20.0% | -0.2% |
| 6M | -11.3% | -5.9% | -5.5% | -11.3% |
| YTD | -0.6% | -15.0% | +14.4% | -0.6% |
| 1Y | +1.7% | +0.6% | +1.0% | +1.9% |
| 3Y | -12.5% | +180.6% | -193.1% | -20.2% |
| All | -7.7% | +717.5% | -725.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CEG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling