+244.8%
ICE vs PCAR
+326.7%
-81.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | 0.0% |
| 7D | +1.0% | +2.9% | -1.9% | +0.2% |
| 30D | +11.4% | -2.1% | +13.6% | +12.1% |
| 3M | +16.2% | -20.4% | +36.5% | +23.9% |
| 6M | +12.5% | -7.0% | +19.4% | +14.2% |
| YTD | +8.6% | -2.6% | +11.2% | +8.0% |
| 1Y | +18.4% | +9.8% | +8.6% | +13.2% |
| 3Y | +66.4% | +37.3% | +29.2% | +43.1% |
| 5Y | +37.2% | +116.4% | -79.2% | -2.2% |
| 10Y | +244.8% | +293.0% | -48.1% | +89.7% |
| All | +244.8% | +326.7% | -81.8% | +89.7% |
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