-27.9%
PFE vs CEG
+651.0%
-679.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | -3.0% | +11.8% | -14.8% | -3.3% |
| 30D | +5.2% | -6.5% | +11.7% | +5.4% |
| 3M | +12.2% | -1.2% | +13.4% | +12.2% |
| 6M | +17.8% | -8.0% | +25.8% | +17.9% |
| YTD | +26.2% | -21.9% | +48.1% | +26.8% |
| 1Y | +23.2% | -21.4% | +44.6% | +23.7% |
| 3Y | +21.3% | +130.0% | -108.7% | +8.5% |
| All | -27.9% | +651.0% | -679.0% | -43.4% |
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 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