+17.6%
PM vs CEG
-1.1%
+18.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +6.7% | -8.0% | -1.0% |
| 30D | -2.6% | +11.0% | -13.5% | -2.1% |
| 3M | +5.8% | +19.5% | -13.7% | +6.7% |
| 6M | +10.6% | -5.9% | +16.4% | +10.4% |
| YTD | +17.2% | -15.0% | +32.1% | +16.2% |
| 1Y | +17.6% | +0.6% | +17.0% | +20.6% |
| All | +17.6% | -1.1% | +18.8% | +20.6% |
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 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