+46.9%
PM vs CEG
-33.0%
+79.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +1.2% |
| 7D | +4.3% | -4.8% | +9.1% | +4.0% |
| 30D | +11.5% | -8.2% | +19.7% | +10.9% |
| 3M | +13.0% | -7.9% | +21.0% | +12.4% |
| 6M | +25.9% | -23.2% | +49.1% | +25.4% |
| YTD | +34.0% | -30.1% | +64.1% | +32.3% |
| 1Y | +46.9% | -31.9% | +78.8% | +44.8% |
| All | +46.9% | -33.0% | +79.9% | +44.8% |
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