+13.4%
PG vs CME
+78.0%
-64.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | +0.8% | +5.6% | -4.8% | -0.7% |
| 3M | -1.3% | +5.6% | -6.9% | -3.0% |
| 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% | -9.1% |
| 3Y | +1.6% | +52.1% | -50.5% | -12.1% |
| All | +13.4% | +78.0% | -64.6% | -5.9% |
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