+73.3%
ICE vs PCOR
-7.7%
+81.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.8% |
| 30D | +14.7% | +37.9% | -23.2% | +8.4% |
| 3M | +19.8% | +32.0% | -12.2% | +13.7% |
| 6M | +15.2% | +54.7% | -39.5% | +5.9% |
| YTD | +12.7% | +6.6% | +6.1% | +9.2% |
| 1Y | +20.4% | -1.7% | +22.1% | +18.2% |
| 3Y | +70.8% | +49.0% | +21.8% | +50.2% |
| 5Y | +43.9% | -12.5% | +56.5% | +28.3% |
| All | +73.3% | -7.7% | +81.0% | +54.6% |
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