+2,515.8%
ICE vs PCAR
+896.8%
+1,619.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.3% |
| 7D | +6.7% | +2.2% | +4.6% | +5.5% |
| 30D | +13.4% | -4.4% | +17.8% | +16.1% |
| 3M | +16.5% | -21.4% | +37.9% | +32.4% |
| 6M | +12.8% | -7.3% | +20.2% | +16.1% |
| YTD | +8.5% | -3.8% | +12.3% | +8.0% |
| 1Y | +20.6% | +6.3% | +14.3% | +13.2% |
| 3Y | +67.4% | +34.4% | +33.0% | +30.2% |
| 5Y | +36.6% | +109.2% | -72.7% | -21.2% |
| 10Y | +270.4% | +312.9% | -42.5% | +25.7% |
| All | +2,515.8% | +896.8% | +1,619.0% | +260.2% |
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