-29.1%
PFE vs CEG
+583.3%
-612.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.8% |
| 7D | -3.7% | -4.7% | +1.0% | -3.6% |
| 30D | +5.0% | -16.6% | +21.5% | +5.5% |
| 3M | +12.2% | -4.1% | +16.3% | +12.2% |
| 6M | +14.6% | -22.3% | +36.9% | +15.2% |
| YTD | +24.1% | -28.9% | +53.1% | +25.0% |
| 1Y | +26.6% | -28.5% | +55.0% | +27.4% |
| 3Y | +14.3% | +104.3% | -90.0% | +2.8% |
| All | -29.1% | +583.3% | -612.4% | -44.2% |
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 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