-0.3%
PG vs CEG
+681.8%
-682.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -1.5% | +2.9% | -4.4% | -1.6% |
| 3M | -3.4% | +18.2% | -21.6% | -3.5% |
| 6M | -7.0% | -9.5% | +2.6% | -6.9% |
| YTD | +2.0% | -18.7% | +20.7% | +2.2% |
| 1Y | -6.5% | -10.1% | +3.7% | -6.6% |
| 3Y | +1.2% | +168.3% | -167.2% | -10.4% |
| All | -0.3% | +681.8% | -682.0% | -21.0% |
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