+116.1%
PG vs CME
+282.4%
-166.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | +0.8% | +5.6% | -4.8% | -0.8% |
| 3M | -1.3% | +5.6% | -6.9% | -3.1% |
| 6M | -3.8% | -8.3% | +4.4% | -2.0% |
| YTD | +3.6% | +4.3% | -0.7% | +1.5% |
| 1Y | -5.7% | +9.1% | -14.8% | -9.0% |
| 3Y | +1.6% | +52.1% | -50.5% | -11.8% |
| 5Y | +14.6% | +79.7% | -65.1% | -6.2% |
| All | +116.1% | +282.4% | -166.3% | +69.9% |
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 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