+50.9%
ICE vs PCOR
-33.1%
+84.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -1.2% | -6.9% | +5.8% | +0.1% |
| 30D | +5.0% | -1.5% | +6.5% | +5.1% |
| 3M | +13.9% | +18.5% | -4.6% | +10.2% |
| 6M | -4.4% | -4.7% | +0.3% | -4.7% |
| YTD | -1.9% | -22.8% | +20.9% | +0.8% |
| 1Y | -8.1% | -20.7% | +12.6% | -6.3% |
| 3Y | +42.5% | -14.6% | +57.1% | +38.5% |
| 5Y | +40.6% | -40.7% | +81.4% | +33.0% |
| All | +50.9% | -33.1% | +84.0% | +42.8% |
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