+7,418.1%
CME vs PFG
+642.4%
+6,775.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +0.9% | -0.6% | +1.6% | +1.1% |
| 30D | +13.2% | +2.0% | +11.2% | +12.2% |
| 3M | +16.3% | -3.2% | +19.4% | +17.3% |
| 6M | +7.1% | +10.9% | -3.8% | +2.7% |
| YTD | +15.8% | +28.8% | -13.0% | +4.5% |
| 1Y | +17.1% | +39.2% | -22.1% | +2.5% |
| 3Y | +63.2% | +75.0% | -11.9% | +26.9% |
| 5Y | +70.2% | +91.9% | -21.7% | +23.8% |
| 10Y | +337.0% | +202.3% | +134.7% | +144.8% |
| All | +7,418.1% | +642.4% | +6,775.7% | +2,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling