+6,706.3%
CME vs PPG
+718.5%
+5,987.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +5.5% | -7.8% | +13.3% | +9.6% |
| 3M | +11.0% | -2.2% | +13.2% | +10.9% |
| 6M | -9.7% | +4.1% | -13.8% | -14.0% |
| YTD | +4.9% | +9.1% | -4.2% | -3.1% |
| 1Y | +10.1% | +1.0% | +9.1% | +5.3% |
| 3Y | +53.5% | -13.3% | +66.8% | +52.2% |
| 5Y | +77.2% | -19.2% | +96.4% | +73.4% |
| 10Y | +282.1% | +25.9% | +256.2% | +161.2% |
| All | +6,706.3% | +718.5% | +5,987.9% | +1,169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling