+70.5%
ICE vs PCAR
+35.4%
+35.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.6% | +4.9% | -1.3% | +3.0% |
| 30D | +15.1% | -1.4% | +16.5% | +15.3% |
| 3M | +15.4% | -18.1% | +33.5% | +18.2% |
| 6M | +16.1% | -4.0% | +20.1% | +16.6% |
| YTD | +11.4% | -1.5% | +12.8% | +10.7% |
| 1Y | +18.5% | +13.2% | +5.3% | +15.2% |
| 3Y | +70.5% | +35.8% | +34.7% | +49.6% |
| All | +70.5% | +35.4% | +35.1% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling