-4.0%
PEP vs CEG
+651.0%
-655.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.3% |
| 7D | +1.1% | +11.8% | -10.7% | +1.3% |
| 30D | +13.6% | -6.5% | +20.1% | +13.6% |
| 3M | +5.1% | -1.2% | +6.3% | +5.2% |
| 6M | -1.6% | -8.0% | +6.4% | -1.6% |
| YTD | +3.3% | -21.9% | +25.2% | +3.2% |
| 1Y | +3.2% | -21.4% | +24.7% | +3.2% |
| 3Y | -3.9% | +130.0% | -133.9% | -11.1% |
| All | -4.0% | +651.0% | -655.1% | -21.0% |
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 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