+67.0%
ICE vs PCOR
-9.0%
+75.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +1.0% | +22.2% | -21.2% | -2.6% |
| 30D | +11.4% | +36.0% | -24.6% | +5.5% |
| 3M | +16.2% | +34.0% | -17.8% | +10.0% |
| 6M | +12.5% | +43.5% | -31.0% | +4.6% |
| YTD | +8.6% | +5.1% | +3.4% | +5.5% |
| 1Y | +18.4% | -3.9% | +22.3% | +16.6% |
| 3Y | +66.4% | +52.9% | +13.5% | +45.5% |
| 5Y | +37.2% | -18.7% | +55.9% | +23.0% |
| All | +67.0% | -9.0% | +75.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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