+843.8%
PM vs CME
+562.3%
+281.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | +2.7% | +13.2% | -10.5% | -0.6% |
| 3M | +6.1% | +16.3% | -10.1% | +1.8% |
| 6M | +18.0% | +7.1% | +10.9% | +15.5% |
| YTD | +26.6% | +15.8% | +10.7% | +21.1% |
| 1Y | +36.7% | +17.1% | +19.6% | +30.4% |
| 3Y | +146.0% | +63.2% | +82.8% | +114.5% |
| 5Y | +164.1% | +70.2% | +93.9% | +125.3% |
| 10Y | +238.8% | +337.0% | -98.2% | +126.7% |
| All | +843.8% | +562.3% | +281.5% | +415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling