+328.9%
CME vs PPL
+62.0%
+266.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +13.2% | +5.4% | +7.7% | +10.7% |
| 3M | +16.3% | +4.3% | +12.0% | +14.1% |
| 6M | +7.1% | -1.3% | +8.5% | +7.4% |
| YTD | +15.8% | +4.7% | +11.1% | +13.0% |
| 1Y | +17.1% | +1.3% | +15.8% | +15.7% |
| 3Y | +63.2% | +57.2% | +5.9% | +32.6% |
| 5Y | +70.2% | +48.2% | +22.0% | +39.8% |
| All | +328.9% | +62.0% | +266.8% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling