+303.4%
CME vs PFG
+184.0%
+119.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +3.9% | +2.4% | +1.6% | +3.2% |
| 30D | +11.3% | +5.9% | +5.5% | +9.4% |
| 3M | +19.6% | -0.4% | +20.0% | +19.4% |
| 6M | +8.1% | +14.8% | -6.8% | +3.5% |
| YTD | +20.4% | +31.9% | -11.5% | +10.4% |
| 1Y | +16.5% | +38.8% | -22.3% | +5.1% |
| 3Y | +66.4% | +82.4% | -15.9% | +34.1% |
| 5Y | +74.5% | +94.7% | -20.2% | +33.2% |
| All | +303.4% | +184.0% | +119.4% | +133.4% |
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