+69.4%
CME vs PFGC
+135.8%
-66.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.9% |
| 7D | -0.6% | +10.8% | -11.4% | -1.7% |
| 30D | +8.5% | +17.8% | -9.3% | +6.6% |
| 3M | +16.0% | -2.7% | +18.8% | +16.1% |
| 6M | +9.3% | +20.0% | -10.7% | +6.9% |
| YTD | +15.3% | +24.3% | -9.0% | +12.0% |
| 1Y | +14.4% | +13.2% | +1.2% | +12.4% |
| 3Y | +59.9% | +85.9% | -26.0% | +44.7% |
| 5Y | +69.4% | +141.0% | -71.6% | +42.7% |
| All | +69.4% | +135.8% | -66.3% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling