-5.4%
PEP vs CEG
+654.8%
-660.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.1% | +0.6% |
| 7D | +1.0% | +7.3% | -6.3% | +1.2% |
| 30D | +12.6% | -7.4% | +20.0% | +12.6% |
| 3M | +3.1% | +2.5% | +0.7% | +3.3% |
| 6M | -6.3% | -8.8% | +2.5% | -6.3% |
| YTD | +1.9% | -21.5% | +23.4% | +1.8% |
| 1Y | +3.3% | -22.5% | +25.8% | +3.2% |
| 3Y | -4.8% | +133.3% | -138.2% | -12.0% |
| All | -5.4% | +654.8% | -660.2% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling