+198.6%
PM vs CME
+282.5%
-83.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | -2.6% | +5.5% | -8.1% | -4.4% |
| 3M | +5.8% | +11.0% | -5.2% | +1.8% |
| 6M | +10.6% | -9.7% | +20.3% | +14.1% |
| YTD | +17.2% | +4.9% | +12.3% | +14.5% |
| 1Y | +17.6% | +10.1% | +7.6% | +13.0% |
| 3Y | +124.3% | +53.5% | +70.7% | +91.4% |
| 5Y | +125.1% | +77.2% | +47.9% | +78.8% |
| 10Y | +198.6% | +282.1% | -83.5% | +132.7% |
| All | +198.6% | +282.5% | -83.8% | +132.7% |
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