+7,418.1%
CME vs PTC
+2,628.3%
+4,789.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +13.2% | +0.8% | +12.4% | +12.9% |
| 3M | +16.3% | +32.1% | -15.8% | +5.9% |
| 6M | +7.1% | +42.6% | -35.5% | -5.5% |
| YTD | +15.8% | +12.0% | +3.9% | +8.9% |
| 1Y | +17.1% | +12.2% | +4.9% | +10.0% |
| 3Y | +63.2% | +31.2% | +31.9% | +41.7% |
| 5Y | +70.2% | +54.9% | +15.3% | +36.8% |
| 10Y | +337.0% | +343.1% | -6.1% | +128.5% |
| All | +7,418.1% | +2,628.3% | +4,789.9% | +2,191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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