+6,781.2%
CME vs PPG
+739.4%
+6,041.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | -1.6% | -1.5% | -0.1% | -0.9% |
| 30D | +6.2% | -5.0% | +11.2% | +8.7% |
| 3M | +10.4% | +1.1% | +9.3% | +8.5% |
| 6M | -9.5% | -3.2% | -6.4% | -10.6% |
| YTD | +6.0% | +11.9% | -5.9% | -3.3% |
| 1Y | +9.3% | +5.3% | +4.0% | +2.4% |
| 3Y | +57.7% | -15.0% | +72.7% | +58.3% |
| 5Y | +77.7% | -19.6% | +97.3% | +74.9% |
| 10Y | +281.2% | +27.0% | +254.2% | +160.1% |
| All | +6,781.2% | +739.4% | +6,041.8% | +1,167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling