+7,451.3%
CME vs PPL
+576.4%
+6,874.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +3.7% | +1.0% | +2.6% | +3.1% |
| 30D | +13.7% | +6.8% | +6.9% | +10.2% |
| 3M | +16.6% | +3.9% | +12.7% | +14.3% |
| 6M | +8.2% | -2.0% | +10.2% | +8.8% |
| YTD | +16.3% | +5.3% | +11.1% | +12.8% |
| 1Y | +19.1% | +2.2% | +16.9% | +17.0% |
| 3Y | +67.4% | +56.7% | +10.6% | +32.3% |
| 5Y | +71.0% | +49.1% | +21.9% | +36.1% |
| 10Y | +338.9% | +63.6% | +275.3% | +217.4% |
| All | +7,451.3% | +576.4% | +6,874.9% | +2,641.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling