-77.6%
PCG vs CME
+331.0%
-408.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +1.4% | +13.2% | -11.8% | -3.4% |
| 3M | -23.4% | +16.3% | -39.7% | -27.9% |
| 6M | -19.4% | +7.1% | -26.5% | -22.1% |
| YTD | -18.5% | +15.8% | -34.3% | -24.0% |
| 1Y | -19.5% | +17.1% | -36.6% | -25.4% |
| 3Y | -21.0% | +63.2% | -84.1% | -37.2% |
| 5Y | +13.7% | +70.2% | -56.5% | -12.6% |
| All | -77.6% | +331.0% | -408.6% | -81.8% |
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