+17.4%
PM vs CEG
-3.0%
+20.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.8% | -1.7% |
| 7D | -4.9% | +8.0% | -12.9% | -4.5% |
| 30D | -3.4% | +12.9% | -16.3% | -2.8% |
| 3M | +5.2% | +13.2% | -8.0% | +5.8% |
| 6M | +3.7% | -7.0% | +10.7% | +3.5% |
| YTD | +15.8% | -15.0% | +30.8% | +14.8% |
| 1Y | +17.4% | -2.7% | +20.1% | +19.8% |
| All | +17.4% | -3.0% | +20.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling