-3.0%
PEP vs CEG
+666.0%
-669.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +2.9% | +12.1% | -9.2% | +3.2% |
| 30D | +12.5% | +0.2% | +12.3% | +12.6% |
| 3M | +4.5% | +0.7% | +3.8% | +4.6% |
| 6M | -0.5% | +2.2% | -2.7% | -0.3% |
| YTD | +4.4% | -20.3% | +24.8% | +4.4% |
| 1Y | +4.4% | -16.1% | +20.4% | +4.4% |
| 3Y | -3.4% | +134.7% | -138.1% | -10.6% |
| All | -3.0% | +666.0% | -669.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling