+234.7%
PM vs CME
+320.1%
-85.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | -4.0% | +8.5% | -12.6% | -6.8% |
| 3M | +2.7% | +16.0% | -13.3% | -2.6% |
| 6M | +14.9% | +9.3% | +5.5% | +10.9% |
| YTD | +23.5% | +15.3% | +8.2% | +16.6% |
| 1Y | +30.4% | +14.4% | +15.9% | +23.4% |
| 3Y | +143.2% | +59.9% | +83.3% | +104.0% |
| 5Y | +159.5% | +69.4% | +90.0% | +109.8% |
| 10Y | +234.7% | +299.5% | -64.8% | +151.3% |
| All | +234.7% | +320.1% | -85.4% | +151.3% |
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