+7,496.8%
CME vs PFG
+676.4%
+6,820.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +1.7% | +3.0% | -1.3% | +0.5% |
| 30D | +10.2% | +8.2% | +2.0% | +6.9% |
| 3M | +17.8% | +2.7% | +15.1% | +16.3% |
| 6M | +11.0% | +17.2% | -6.2% | +4.2% |
| YTD | +17.0% | +34.8% | -17.7% | +3.9% |
| 1Y | +15.8% | +43.6% | -27.8% | +0.2% |
| 3Y | +61.8% | +85.4% | -23.7% | +23.1% |
| 5Y | +72.5% | +102.2% | -29.7% | +23.0% |
| 10Y | +288.0% | +190.2% | +97.8% | +120.8% |
| All | +7,496.8% | +676.4% | +6,820.3% | +2,178.6% |
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