+8.4%
PCG vs CME
+75.9%
-67.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -2.2% | +2.5% | -4.7% | -2.8% |
| 30D | -0.5% | +13.9% | -14.4% | -3.4% |
| 3M | -24.0% | +22.4% | -46.3% | -27.4% |
| 6M | -18.6% | +12.9% | -31.5% | -21.0% |
| YTD | -17.7% | +19.6% | -37.3% | -21.6% |
| 1Y | -20.0% | +17.7% | -37.7% | -23.5% |
| 3Y | -20.2% | +65.3% | -85.6% | -31.2% |
| 5Y | +8.4% | +75.1% | -66.8% | -8.3% |
| All | +8.4% | +75.9% | -67.5% | -8.3% |
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