-76.7%
PCG vs CME
+320.1%
-396.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | +0.1% | +8.5% | -8.5% | -3.2% |
| 3M | -24.4% | +16.0% | -40.5% | -28.9% |
| 6M | -17.7% | +9.3% | -27.0% | -21.1% |
| YTD | -17.4% | +15.3% | -32.7% | -23.0% |
| 1Y | -19.4% | +14.4% | -33.8% | -24.6% |
| 3Y | -18.6% | +59.9% | -78.5% | -35.0% |
| 5Y | +10.2% | +69.4% | -59.2% | -15.6% |
| 10Y | -76.7% | +299.5% | -376.2% | -82.8% |
| All | -76.7% | +320.1% | -396.8% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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