+250.9%
PM vs CME
+301.9%
-51.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -6.6% | +1.7% | -8.3% | -7.2% |
| 30D | -3.4% | +10.2% | -13.6% | -6.8% |
| 3M | +5.3% | +17.8% | -12.5% | -0.8% |
| 6M | +15.5% | +11.0% | +4.5% | +10.9% |
| YTD | +24.3% | +17.0% | +7.2% | +16.6% |
| 1Y | +29.7% | +15.8% | +13.9% | +22.1% |
| 3Y | +144.9% | +61.8% | +83.1% | +104.0% |
| 5Y | +159.0% | +72.5% | +86.5% | +107.4% |
| 10Y | +250.9% | +288.0% | -37.1% | +142.5% |
| All | +250.9% | +301.9% | -51.0% | +142.5% |
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