-8.2%
PEP vs CEG
+717.3%
-725.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.5% | -0.6% |
| 7D | -1.4% | +8.0% | -9.4% | -1.3% |
| 30D | +0.2% | +12.9% | -12.7% | +0.4% |
| 3M | -1.1% | +13.2% | -14.3% | -0.9% |
| 6M | -13.5% | -7.0% | -6.5% | -13.5% |
| YTD | -1.2% | -15.0% | +13.8% | -1.2% |
| 1Y | -1.6% | -2.7% | +1.2% | -1.4% |
| 3Y | -12.5% | +184.1% | -196.6% | -20.3% |
| All | -8.2% | +717.3% | -725.5% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling