+6,781.2%
CME vs PFG
+681.1%
+6,100.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.3% |
| 7D | -1.6% | +5.5% | -7.1% | -3.6% |
| 30D | +6.2% | +2.4% | +3.9% | +5.2% |
| 3M | +10.4% | +13.6% | -3.2% | +5.2% |
| 6M | -9.5% | +27.9% | -37.4% | -17.8% |
| YTD | +6.0% | +35.6% | -29.5% | -5.9% |
| 1Y | +9.3% | +48.5% | -39.2% | -6.6% |
| 3Y | +57.7% | +66.9% | -9.2% | +24.9% |
| 5Y | +77.7% | +111.0% | -33.3% | +24.7% |
| 10Y | +281.2% | +244.5% | +36.7% | +103.2% |
| All | +6,781.2% | +681.1% | +6,100.1% | +1,963.8% |
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