+15.8%
CME vs PFG
+44.5%
-28.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +1.7% | +3.0% | -1.3% | +1.3% |
| 30D | +10.2% | +8.2% | +2.0% | +9.0% |
| 3M | +17.8% | +2.7% | +15.1% | +17.4% |
| 6M | +11.0% | +17.2% | -6.2% | +10.4% |
| YTD | +17.0% | +34.8% | -17.7% | +16.6% |
| 1Y | +15.8% | +43.6% | -27.8% | +15.4% |
| All | +15.8% | +44.5% | -28.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling