+83.4%
PCG vs CME
+7,469.3%
-7,385.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | -1.6% | -12.3% | -13.5% |
| 30D | -16.9% | +6.2% | -23.1% | -17.9% |
| 3M | -14.7% | +10.4% | -25.2% | -16.6% |
| 6M | -23.8% | -9.5% | -14.3% | -22.5% |
| YTD | -10.5% | +6.0% | -16.5% | -12.0% |
| 1Y | -5.1% | +9.3% | -14.4% | -7.3% |
| 3Y | -11.6% | +57.7% | -69.3% | -20.4% |
| 5Y | +59.0% | +77.7% | -18.7% | +39.1% |
| 10Y | -75.7% | +281.2% | -357.0% | -81.2% |
| All | +83.4% | +7,469.3% | -7,385.9% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling