+282.1%
CME vs PFG
+239.4%
+42.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -2.9% | +6.0% | -8.9% | -4.6% |
| 30D | +5.5% | +2.2% | +3.3% | +4.8% |
| 3M | +11.0% | +10.4% | +0.6% | +7.7% |
| 6M | -9.7% | +27.8% | -37.5% | -16.2% |
| YTD | +4.9% | +33.6% | -28.8% | -4.1% |
| 1Y | +10.1% | +49.3% | -39.2% | -2.9% |
| 3Y | +53.5% | +69.7% | -16.2% | +26.6% |
| 5Y | +77.2% | +111.3% | -34.2% | +31.1% |
| 10Y | +282.1% | +240.3% | +41.9% | +105.4% |
| All | +282.1% | +239.4% | +42.7% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling