-5.5%
PEP vs CEG
+137.2%
-142.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.0% |
| 7D | -0.3% | +17.8% | -18.2% | +0.9% |
| 30D | +11.8% | -4.5% | +16.3% | +11.6% |
| 3M | +3.7% | +1.5% | +2.2% | +4.0% |
| 6M | -4.3% | -3.5% | -0.8% | -4.1% |
| YTD | +2.1% | -19.7% | +21.8% | +1.5% |
| 1Y | +2.5% | -19.8% | +22.3% | +1.9% |
| All | -5.5% | +137.2% | -142.7% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling