0.0%
PG vs CEG
+167.9%
-168.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -1.5% | +2.9% | -4.4% | -1.5% |
| 3M | -3.4% | +18.2% | -21.6% | -2.9% |
| 6M | -7.0% | -9.5% | +2.6% | -7.1% |
| YTD | +2.0% | -18.7% | +20.7% | +1.6% |
| 1Y | -6.5% | -10.1% | +3.7% | -6.5% |
| All | 0.0% | +167.9% | -168.0% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling