+2,316.3%
ICE vs PCAR
+1,089.5%
+1,226.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.7% | -0.5% | -0.1% | -0.4% |
| 30D | +7.6% | -6.2% | +13.9% | +11.4% |
| 3M | +13.9% | +5.9% | +8.0% | +9.6% |
| 6M | -2.4% | +0.4% | -2.7% | -4.1% |
| YTD | +0.3% | +14.8% | -14.6% | -9.1% |
| 1Y | -6.4% | +30.1% | -36.5% | -21.4% |
| 3Y | +43.1% | +66.7% | -23.5% | -1.2% |
| 5Y | +42.1% | +166.1% | -124.0% | -28.3% |
| 10Y | +220.9% | +353.7% | -132.7% | +4.5% |
| All | +2,316.3% | +1,089.5% | +1,226.8% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling