+51.6%
CME vs PPG
-16.1%
+67.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.9% |
| 7D | -0.6% | -3.7% | +3.1% | -0.8% |
| 30D | +4.7% | -7.2% | +11.9% | +4.3% |
| 3M | +7.8% | -7.3% | +15.2% | +7.6% |
| 6M | -11.0% | +0.3% | -11.2% | -10.8% |
| YTD | +4.0% | +6.5% | -2.5% | +4.3% |
| 1Y | +9.1% | +0.5% | +8.6% | +9.3% |
| All | +51.6% | -16.1% | +67.6% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling