+259.6%
ICE vs PCAR
+296.2%
-36.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +12.9% | -4.6% | +17.5% | +14.4% |
| 3M | +15.4% | -22.6% | +38.0% | +24.2% |
| 6M | +13.1% | -12.0% | +25.1% | +16.7% |
| YTD | +7.5% | -6.1% | +13.6% | +8.0% |
| 1Y | +18.3% | +6.3% | +12.0% | +14.2% |
| 3Y | +65.9% | +31.8% | +34.1% | +44.2% |
| 5Y | +35.2% | +104.2% | -69.0% | -2.0% |
| All | +259.6% | +296.2% | -36.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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