+303.4%
CME vs PFGC
+351.0%
-47.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +3.9% | +3.4% | +0.5% | +3.4% |
| 30D | +11.3% | +16.9% | -5.6% | +8.3% |
| 3M | +19.6% | +6.4% | +13.2% | +18.1% |
| 6M | +8.1% | +16.0% | -7.9% | +5.0% |
| YTD | +20.4% | +23.6% | -3.2% | +15.2% |
| 1Y | +16.5% | +16.6% | -0.1% | +12.5% |
| 3Y | +66.4% | +82.3% | -15.8% | +46.7% |
| 5Y | +74.5% | +138.7% | -64.2% | +43.2% |
| All | +303.4% | +351.0% | -47.6% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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