-5.8%
PEP vs CEG
+583.3%
-589.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -0.9% |
| 7D | +2.9% | -4.7% | +7.6% | +2.8% |
| 30D | +14.2% | -16.6% | +30.8% | +13.9% |
| 3M | +3.2% | -4.1% | +7.3% | +3.1% |
| 6M | -7.4% | -22.3% | +14.9% | -7.7% |
| YTD | +1.5% | -28.9% | +30.4% | +1.2% |
| 1Y | +3.9% | -28.5% | +32.3% | +3.6% |
| 3Y | -5.5% | +104.3% | -109.8% | -12.5% |
| All | -5.8% | +583.3% | -589.1% | -22.6% |
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