+1.3%
PG vs CEG
+678.4%
-677.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -0.8% | -4.8% | +4.0% | -0.8% |
| 30D | +0.8% | +2.3% | -1.5% | +0.8% |
| 3M | -1.3% | +15.6% | -16.9% | -1.5% |
| 6M | -3.8% | -5.0% | +1.2% | -3.8% |
| YTD | +3.6% | -19.0% | +22.7% | +3.8% |
| 1Y | -5.7% | -10.0% | +4.2% | -5.8% |
| 3Y | +1.6% | +163.9% | -162.4% | -9.9% |
| All | +1.3% | +678.4% | -677.1% | -19.7% |
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