+78.7%
CME vs PPG
-24.6%
+103.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | 0.0% |
| 7D | -2.4% | -5.1% | +2.8% | -1.9% |
| 30D | +6.2% | -9.6% | +15.7% | +7.2% |
| 3M | +4.4% | -6.4% | +10.8% | +4.8% |
| 6M | -9.6% | +0.5% | -10.2% | -10.3% |
| YTD | +3.8% | +4.4% | -0.7% | +2.4% |
| 1Y | +9.5% | -0.9% | +10.4% | +8.8% |
| 3Y | +51.9% | -17.0% | +68.9% | +54.6% |
| 5Y | +78.7% | -23.7% | +102.4% | +84.7% |
| All | +78.7% | -24.6% | +103.3% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling