+1.6%
PG vs CEG
+717.5%
-716.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +6.7% | -7.1% | -0.5% |
| 30D | -0.1% | +11.0% | -11.1% | -0.2% |
| 3M | +1.1% | +19.5% | -18.4% | +0.9% |
| 6M | -3.8% | -5.9% | +2.0% | -3.8% |
| YTD | +3.8% | -15.0% | +18.8% | +4.0% |
| 1Y | -5.8% | +0.6% | -6.4% | -6.0% |
| 3Y | +3.0% | +180.6% | -177.6% | -8.8% |
| All | +1.6% | +717.5% | -716.0% | -19.6% |
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 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