-29.4%
PFE vs CEG
+672.0%
-701.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.2% |
| 7D | -2.1% | +17.8% | -19.9% | -2.5% |
| 30D | +3.1% | -4.5% | +7.6% | +3.2% |
| 3M | +11.2% | +1.5% | +9.7% | +11.0% |
| 6M | +15.0% | -3.5% | +18.6% | +15.0% |
| YTD | +23.5% | -19.7% | +43.2% | +24.0% |
| 1Y | +18.9% | -19.8% | +38.7% | +19.3% |
| 3Y | +18.7% | +136.4% | -117.7% | +6.1% |
| All | -29.4% | +672.0% | -701.5% | -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 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