+288.0%
CME vs PFG
+195.4%
+92.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +1.7% | +3.0% | -1.3% | +0.7% |
| 30D | +10.2% | +8.2% | +2.0% | +7.6% |
| 3M | +17.8% | +2.7% | +15.1% | +16.6% |
| 6M | +11.0% | +17.2% | -6.2% | +5.7% |
| YTD | +17.0% | +34.8% | -17.7% | +6.7% |
| 1Y | +15.8% | +43.6% | -27.8% | +3.5% |
| 3Y | +61.8% | +85.4% | -23.7% | +29.7% |
| 5Y | +72.5% | +102.2% | -29.7% | +30.1% |
| 10Y | +288.0% | +190.2% | +97.8% | +123.0% |
| All | +288.0% | +195.4% | +92.6% | +123.0% |
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