-29.5%
PFE vs CEG
+654.8%
-684.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -0.8% |
| 7D | -4.7% | +7.3% | -12.0% | -4.9% |
| 30D | +3.4% | -7.4% | +10.7% | +3.6% |
| 3M | +9.2% | +2.5% | +6.8% | +9.0% |
| 6M | +15.8% | -8.8% | +24.6% | +16.0% |
| YTD | +23.4% | -21.5% | +44.9% | +24.0% |
| 1Y | +25.8% | -22.5% | +48.4% | +26.4% |
| 3Y | +17.8% | +133.3% | -115.5% | +5.3% |
| All | -29.5% | +654.8% | -684.3% | -44.6% |
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