+14.1%
PCG vs CME
+69.3%
-55.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +1.4% | +13.2% | -11.8% | -1.5% |
| 3M | -23.4% | +16.3% | -39.7% | -26.1% |
| 6M | -19.4% | +7.1% | -26.5% | -20.8% |
| YTD | -18.5% | +15.8% | -34.3% | -21.8% |
| 1Y | -19.5% | +17.1% | -36.6% | -23.1% |
| 3Y | -21.0% | +63.2% | -84.1% | -31.8% |
| All | +14.1% | +69.3% | -55.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling