+368.4%
CME vs PFGC
+419.1%
-50.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | +6.2% | -11.9% | +18.2% | +8.3% |
| 3M | +10.4% | +5.0% | +5.4% | +9.3% |
| 6M | -9.5% | +8.6% | -18.1% | -11.1% |
| YTD | +6.0% | +9.7% | -3.7% | +3.8% |
| 1Y | +9.3% | -6.3% | +15.6% | +9.6% |
| 3Y | +57.7% | +58.2% | -0.6% | +43.1% |
| 5Y | +77.7% | +110.4% | -32.7% | +50.2% |
| 10Y | +281.2% | +272.8% | +8.5% | +185.0% |
| All | +368.4% | +419.1% | -50.7% | +258.9% |
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