+264.8%
ICE vs PCAR
+290.1%
-25.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.7% |
| 7D | +3.2% | +2.2% | +1.0% | +2.6% |
| 30D | +14.7% | +0.3% | +14.4% | +14.6% |
| 3M | +19.8% | -17.9% | +37.7% | +26.7% |
| 6M | +15.2% | -3.4% | +18.6% | +15.8% |
| YTD | +12.7% | -0.1% | +12.8% | +11.2% |
| 1Y | +20.4% | +13.4% | +7.0% | +14.1% |
| 3Y | +70.8% | +37.2% | +33.6% | +47.1% |
| 5Y | +43.9% | +117.3% | -73.4% | +2.6% |
| 10Y | +264.8% | +295.0% | -30.2% | +100.3% |
| All | +264.8% | +290.1% | -25.4% | +100.3% |
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