+71.3%
ICE vs PCOR
-7.6%
+78.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.6% | +3.0% | +0.6% | +3.1% |
| 30D | +15.1% | +38.7% | -23.6% | +8.6% |
| 3M | +15.4% | +24.9% | -9.5% | +10.6% |
| 6M | +16.1% | +68.8% | -52.6% | +5.2% |
| YTD | +11.4% | +6.7% | +4.6% | +7.9% |
| 1Y | +18.5% | +3.0% | +15.5% | +15.4% |
| 3Y | +70.5% | +48.6% | +21.9% | +50.0% |
| 5Y | +40.9% | -12.7% | +53.6% | +25.6% |
| All | +71.3% | -7.6% | +78.9% | +52.8% |
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