+417.1%
CME vs PFGC
+484.2%
-67.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +1.7% | +15.0% | -13.4% | -0.7% |
| 30D | +10.2% | +17.0% | -6.8% | +7.3% |
| 3M | +17.8% | -2.5% | +20.2% | +17.9% |
| 6M | +11.0% | +19.2% | -8.2% | +7.5% |
| YTD | +17.0% | +23.4% | -6.4% | +12.2% |
| 1Y | +15.8% | +13.9% | +1.9% | +12.4% |
| 3Y | +61.8% | +82.0% | -20.2% | +43.4% |
| 5Y | +72.5% | +128.7% | -56.2% | +44.0% |
| 10Y | +288.0% | +361.5% | -73.5% | +183.4% |
| All | +417.1% | +484.2% | -67.1% | +288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling